Optimal strategies under omega ratio
type: Item
instance of: scholarly article
title: Optimal strategies under omega ratio
zbMATH Open document ID: 1431.91353
author: Carole Bernard
author: Steven Vanduffel
author: Jiang Ye
published in: European Journal of Operational Research
publication date: 2019-01-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 7007143
zbMATH Keywords: investment analysis
zbMATH Keywords: optimal portfolio choice
zbMATH Keywords: omega ratio
zbMATH Keywords: ill-posedness
zbMATH Keywords: performance measurement
MaRDI profile type: Publication
full work available at URL: j.ejor.2018.11.046
OpenAlex ID: W3125213718
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Wikidata QID: Q128903348
DOI: 10.1016/J.EJOR.2018.11.046
description: scientific article; zbMATH DE number 7007143