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}
}