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“On the (Ab)use of Omega ?”
Caporin, Massimiliano, Costola, Michele, Jannin, Gregory, Maillet, BertrandVolume:
46
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2017.11.007
Date:
March, 2018
File:
PDF, 1.18 MB
english, 2018