On Consistency of the Omega Ratio with Stochastic Dominance Rules
Author(s) -
Bernhard Klar,
Alfred Müller
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2988951
Subject(s) - omega , stochastic dominance , consistency (knowledge bases) , dominance (genetics) , econometrics , mathematics , statistics , mathematical economics , economics , discrete mathematics , chemistry , linguistics , philosophy , biochemistry , gene
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