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Search: subject:"Omega model"
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ECONIS (ZBW)
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The role of direct capital cash transfers towards poverty and extreme poverty alleviation : an omega risk process
Flores-Contró, José Miguel
;
Arnold-Gaille, Séverine
- In:
Scandinavian actuarial journal
2024
(
2024
)
8
,
pp. 781-812
Persistent link: https://www.econbiz.de/10015185060
Saved in:
2
Optimal dividend policy with self-exciting claims in the Gamma-
Omega
model
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015080983
Saved in:
3
Advancement of optimal portfolio models with short sales and transaction costs : methodology and effectiveness
Chiou, Wan-jiun Paul
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015050077
Saved in:
4
Realized diversification benefits of risk portfolio models
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
;
Yu, Jing-Rung
-
2024
Persistent link: https://www.econbiz.de/10015045546
Saved in:
5
Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
; …
- In:
Computers & operations research : and their …
104
(
2019
),
pp. 239-255
Persistent link: https://www.econbiz.de/10011991228
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