Omega portfolio models with floating return threshold
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 | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Kapitaleinkommen | Capital income | Leerverkauf |
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