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"An omega portfolio model with dynamic return thresholds."

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee (2023)

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DOI: 10.1111/ITOR.13153

access: closed

type: Journal Article

metadata version: 2023-06-02

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Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee:
An omega portfolio model with dynamic return thresholds. Int. Trans. Oper. Res. 30(5): 2528-2545 (2023)

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