scholarly journals On Consistency of the Omega Ratio with Stochastic Dominance Rules

2018 ◽  
Author(s):  
Bernhard Klar ◽  
Alfred Müller
Keyword(s):  
Stochastic Dominance ◽  
Omega Ratio

A Note on Stochastic Dominance and the Omega Ratio

2016 ◽  
Author(s):  
Xu Guo ◽  
Xuejun Jiang ◽  
Wing-Keung Wong
Keyword(s):  
Stochastic Dominance ◽  
Omega Ratio

Constructing Long/Short Portfolios with the Omega Ratio

2008 ◽  
Author(s):  
Manfred Gilli ◽  
Enrico Schumann ◽  
Giacomo di Tollo ◽  
Gerda Cabej
Keyword(s):  
Omega Ratio
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