Omega portfolio models with floating return threshold
Jing-Rung Yu, Wan-Jiun Paul Chiou, Yi-Ting Hsin, Her-Jiun Sheu
| Year of publication: |
2022
|
|---|---|
| Authors: | Yu, Jing-Rung ; Chiou, Wan-jiun Paul ; Hsin, Yi-Ting ; Sheu, Her-jiun |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 82.2022, p. 743-758
|
| Subject: | Floating threshold | Omega ratio | Portfolio model | Short selling | Transaction costs | Uncertainty | Portfolio-Management | Portfolio selection | Theorie | Theory | Transaktionskosten | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.08.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013545891