Imperial College London
Alternate

Emeritus ProfessorBercRustem

Faculty of Engineering, Department of Computing

Emeritus Professor
 
 
 
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Contact

 

+44 (0)20 7594 8345b.rustem Website

 
 
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Assistant

 

Dr Amani El-Kholy +44 (0)20 7594 8220

 
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Location

 

361Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Kapsos:2014:10.21314/JCF.2014.283,
author = {Kapsos, M and Zymler, S and Christofides, N and Rustem, B},
doi = {10.21314/JCF.2014.283},
journal = {JOURNAL OF COMPUTATIONAL FINANCE},
pages = {49--57},
title = {Optimizing the Omega ratio using linear programming},
url = {http://dx.doi.org/10.21314/JCF.2014.283},
volume = {17},
year = {2014}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Kapsos,M
AU  - Zymler,S
AU  - Christofides,N
AU  - Rustem,B
DO  - 10.21314/JCF.2014.283
EP  - 57
PY  - 2014///
SN  - 1460-1559
SP  - 49
TI  - Optimizing the Omega ratio using linear programming
T2  - JOURNAL OF COMPUTATIONAL FINANCE
UR  - http://dx.doi.org/10.21314/JCF.2014.283
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000346038600003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 17
ER  -
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