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Kazemi, H., Schneeweis, T., Gupta, R., 2004. Omega as performance measure. Journal of Performance Measurement 8, 16–25.


Cascon, A., Keating, C., Shadwick, W.F., 2003. The Omega function. Working paper. The Finance Development Centre, London.

三篇中的任何一篇都可以吧，谢谢大家啦！！！