Omega ratio optimization with actuarial and financial applications

  1. Balbás, A.
  2. Balbás, B.
  3. Balbás, R.
Journal:
European Journal of Operational Research

ISSN: 0377-2217

Year of publication: 2021

Volume: 292

Issue: 1

Pages: 376-387

Type: Article

DOI: 10.1016/J.EJOR.2020.10.023 GOOGLE SCHOLAR
Data source: Scopus