"Robust Omega ratio optimization using regular vines."

Anubha Goel, Aparna Mehra (2021)

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DOI: 10.1007/S11590-020-01629-5

access: closed

type: Journal Article

metadata version: 2021-09-01

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Anubha Goel, Aparna Mehra:
Robust Omega ratio optimization using regular vines. Optim. Lett. 15(6): 2067-2108 (2021)

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