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M C Bartholomew-Biggs
Information about the author M C Bartholomew-Biggs will soon be added to the site.
Found
2 papers
in total
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A global optimization problem in portfolio selection
2009
This paper deals with the issue of buy-in thresholds in portfolio optimization using...
Optimizing Omega
2009
This paper considers the Omega function, proposed by Cascon, Keating & Shadwick as...
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