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Robust Omega ratio optimization using regular vines
Authors
A Charnes
A Goel
+38 more
A Sharma
A Sharma
Anubha Goel
Aparna Mehra
C Gouriéroux
C Keating
CR Bacon
FA Sortino
FJ Fabozzi
GN Gregoriou
H Joe
H Konno
H Markowitz
H Mohammadi
I Kakouris
J Dissmann
JL Treynor
L Chollete
L Hu
M Kapsos
M Kapsos
P Dennis
PC Fishburn
RB Nelsen
RC Prim
RF Engle
RF Engle
RS Tsay
RT Rockafellar
RT Rockafellar
S Zhu
T Bedford
T Bedford
TJ Linsmeier
U Cherubini
V Hasselblad
V Hasselblad
WF Sharpe
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
Abstract
Abstract is not available.
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Last time updated on 05/09/2020