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  • Search: subject:"Omega function"
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Year of publication
Subject
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Omega function 2 Corporate disclosure 1 Differential evolution 1 Investment Fund 1 Investmentfonds 1 Optimal strike price 1 Performance measurement 1 Performance-Messung 1 Portfolio selection 1 Portfolio-Management 1 Put option 1 Risk-management 1 Sortino ratio 1 Theorie 1 Theory 1
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Online availability
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Conference paper 1 Konferenzbeitrag 1
Language
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English 1 Undetermined 1
Author
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Brezina, Ivan 1 Gietzmann, Miles 1 Ostaszewski, Adam 1 Pekár, Juraj 1 Čičková, Zuzana 1
Published in...
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Review of Quantitative Finance and Accounting 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Portfolio performance measurement using differential evolution
Pekár, Juraj; Čičková, Zuzana; Brezina, Ivan - In: Central European journal of operations research : CEJOR … 24 (2016) 2, pp. 421-433
Persistent link: https://www.econbiz.de/10011666109
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Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
Ostaszewski, Adam; Gietzmann, Miles - In: Review of Quantitative Finance and Accounting 31 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10005701201
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