"Optimal strategies under Omega ratio."

Carole Bernard, Steven Vanduffel, Jiang Ye (2019)

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DOI: 10.1016/J.EJOR.2018.11.046

access: closed

type: Journal Article

metadata version: 2025-01-19

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Carole Bernard, Steven Vanduffel, Jiang Ye:
Optimal strategies under Omega ratio. Eur. J. Oper. Res. 275(2): 755-767 (2019)

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