Richard Lu

Feng Chia University

100 Wenhwa Road

Talchung

Taiwan

SCHOLARLY PAPERS

4

DOWNLOADS

207

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Could Omega Ratio Perform Better than Sharpe Ratio?

Number of pages: 19 Posted: 21 Jun 2018 Last Revised: 26 Sep 2018
Xu Guo, Haim Levy, Richard Lu and Wing-Keung Wong
Beijing Normal University (BNU), Hebrew University of Jerusalem - Jerusalem School of Business Administration, Feng Chia University and Asia University, Department of Finance
Downloads 207 (178,752)
Citation 6

Abstract:

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stochastic dominance, omega ratio, utility

2.

Could Omega Ratio Perform Better Than Sharpe Ratio?

Posted: 07 Aug 2019
The Hang Seng University of Hong Kong, Feng Chia University and Asia University, Department of Finance

Abstract:

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stochastic dominance, Omega Ratio, Sharpe ratio, utility

3.

The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market

Posted: 03 May 2000
University of Illinois @ Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and Feng Chia University

Abstract:

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4.

Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting

OFOR Working Paper No. 94-12
Posted: 25 Aug 1999
Richard Lu and Raymond M. Leuthold
Feng Chia University and University of Illinois @ Urbana-Champaign

Abstract:

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