The Omega Function : A Comparison Between Optimized Portfolios
The traditional way to analyze stocks and portfolios within the area of finance have been restricted to Sharpe and Markovitz. The Omega function and its properties enlighten the field of finance and differs from the traditional ways when it comes to the volatility of the stocks. The Omega function,...
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| Format: | Others |
| Language: | English |
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Mälardalens högskola, Akademin för utbildning, kultur och kommunikation
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-13272 |