Optimizing Omega (Q842716)
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scientific article; zbMATH DE number 5607509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing Omega |
scientific article; zbMATH DE number 5607509 |
Statements
Optimizing Omega (English)
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25 September 2009
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portfolio selection
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Omega function
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MCS method
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0.8017846
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0.7998861
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