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
| Attachment | Size |
|---|---|
| Introduction to Omega.pdf | 190.62 KB |
| Omega as a Performance Measure.pdf | 219.51 KB |
| Universal Performane Measure.pdf | 296.58 KB |
What did I say then?
China Seen Poised For Equity-Linked Deposit Takeoff | Derivatives Week (7 years 19 weeks ago): Strong growth is expected for equity-linked deposits in China this year, in part because of prodding encouragement by local regulators keen to develop the mainland market. The products, offered by onshore banks to wealthy clients, are structured by international houses who provide the derivative components from their offshore desks. One derivative official estimated the market should grow from 10's of millions to 10 or more times that size in the next few years and could rival Hong Kong's...
