Crossmark

Robust Omega ratio optimization using regular vines

Crossref DOI link: https://doi.org/10.1007/s11590-020-01629-5

Published Online: 2020-08-12

Published Print: 2021-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Goel, Anubha https://orcid.org/0000-0002-2211-4936
Mehra, Aparna
Funding

Funding for this research was provided by:

Council of Scientific and Industrial Research, India (09/086(1215)/2015-EMR-I)
License Information

Text and Data Mining valid from 2020-08-12

Version of Record valid from 2020-08-12
More Information

Article History

Received: 27 August 2019

Accepted: 5 August 2020

First Online: 12 August 2020