Structured Portfolio Analysis under SharpeOmega Ratio

Rania Hentati and Jean-Luc Prigent

No 259600073, EcoMod2010 from EcoMod

Date: 2010-05-29
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Related works:
Working Paper: Structured portfolio analysis under SharpeOmega ratio (2014)
Working Paper: Structured portfolio analysis under SharpeOmega ratio (2012)
Working Paper: Structured portfolio analysis under SharpeOmega ratio (2012)
Working Paper: Structured portfolio analysis under SharpeOmega ratio (2012)
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