Richard Lu

Feng Chia University

100 Wenhwa Road

Talchung

Taiwan

SCHOLARLY PAPERS

4

DOWNLOADS

141

SSRN CITATIONS

3

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 141 (215,823)
Citation 4

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

JOURNAL OF BUSINESS, Vol 67 No 3, July 1994
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

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