Optimal VPPI strategy under Omega ratio with stochastic benchmark

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guan, Guohui, He, Lin, Liang, Zongxia, Zhang, Litian
Format:	Preprint
Published:	2024
Subjects:	General Economics Economics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.13388