[R-SIG-Finance] omega ratio paper

Mark Leeds markleeds2 at gmail.com
Sun Sep 18 16:22:44 CEST 2011


hi: someone sent a question the other day about the formula for omega
in finance. I don't remember who it was nor do I use omega
but I was looking for something else and found below by accident in
case that person or anyone else is interested.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1464798



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