Introduction to Omega | Keating and Shadwick
.....A measure, known as Omega, which employs all the information contained within the returns series was introduced in a recent paper. It can be used to rank and evaluate portfolios unequivocally. All that is known about the risk and return of a portfolio is contained within this measure. With tongue in cheek, it might be considered a Sharper ratio, or the successor to Jensen"™s alpha.....
Introduction to omega | Keating and Shadwick
A universal performance measure | Keating and Shadwick
Omega as a performance measure | Kazemi, Schneeweis and Gupta
|Introduction to Omega.pdf||190.62 KB|
|Omega as a Performance Measure.pdf||219.51 KB|
|Universal Performane Measure.pdf||296.58 KB|