An omega portfolio model with dynamic return thresholds (Q6079993)
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scientific article; zbMATH DE number 7744760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An omega portfolio model with dynamic return thresholds |
scientific article; zbMATH DE number 7744760 |
Statements
An omega portfolio model with dynamic return thresholds (English)
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29 September 2023
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portfolio selection
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omega ratio
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optimal threshold
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transaction costs
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