An omega portfolio model with dynamic return thresholds
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Publication:6079993
DOI10.1111/itor.13153OpenAlexW4293238656MaRDI QIDQ6079993
Wan-Jiun Paul Chiou, Wen-Yi Lee, Jing-Rung Yu
Publication date: 29 September 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.13153
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Cites Work
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