"Omega ratio optimization with actuarial and financial applications."

Alejandro Balbás, Beatriz Balbás, Raquel Balbás (2021)

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DOI: 10.1016/J.EJOR.2020.10.023

access: closed

type: Journal Article

metadata version: 2021-04-09

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Alejandro Balbás, Beatriz Balbás, Raquel Balbás:
Omega ratio optimization with actuarial and financial applications. Eur. J. Oper. Res. 292(1): 376-387 (2021)

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