"Extended omega ratio optimization for risk-averse investors."

Amita Sharma, Aparna Mehra (2017)

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DOI: 10.1111/ITOR.12184

access: closed

type: Journal Article

metadata version: 2020-07-09

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Amita Sharma, Aparna Mehra:
Extended omega ratio optimization for risk-averse investors. Int. Trans. Oper. Res. 24(3): 485-506 (2017)

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