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Optimal strategies under Omega ratio
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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Optimal portfolio under state-dependent expected utility
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
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A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: Economics letters 181 (2019), pp. 203-207
Persistent link: https://www.econbiz.de/10012121794