TY  - JOUR
AU  - Balbás De La Corte, Alejandro
AU  - Balbás Aparicio, Beatriz
AU  - Balbás Aparicio, Raquel
PY  - 2021
DO  - 10.1016/j.ejor.2020.10.023
SN  - 0377-2217
UR  - https://hdl.handle.net/20.500.14352/129192
T2  - European Journal of Operational Research
AB  - The omega ratio is an interesting performance measure because it focuses on both downside losses and upside gains, and actuarial/financial instruments are reflecting more and more asymmetry and heavy tails. This paper focuses on the omega ratio...
LA  - eng
M2  - 376
PB  - Elsevier
KW  - Finance
KW  - Omega Ratio
KW  - Optimality Conditions
KW  - Unbounded Financial Problems
KW  - Optimal Reinsurance
TI  - Omega ratio optimization with actuarial and financial applications
TY  - journal article
VL  - 292
ER  -