Optimal VPPI strategy under Omega ratio with stochastic benchmark

Annals of Operations Research 2026 Open access

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Authors: Guohui Guan, Lin He, Zongxia Liang, Litian Zhang

DOI: 10.1007/s10479-026-07271-1

Cited by: 0

References: 42

Fields of Study & Subjects

Optimization and Search Problems Metaheuristic Optimization Algorithms Research Scheduling and Optimization Algorithms

References 42