"Interval Estimation for the Sortino Ratio and the Omega Ratio."

Lucio De Capitani (2014)

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DOI: 10.1080/03610918.2012.722808

access: closed

type: Journal Article

metadata version: 2020-05-10

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Lucio De Capitani:
Interval Estimation for the Sortino Ratio and the Omega Ratio. Commun. Stat. Simul. Comput. 43(6): 1385-1429 (2014)

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