Lucio De Capitani. Interval Estimation for the Sortino Ratio and the Omega Ratio. Communications in Statistics - Simulation and Computation, 43(6):1385-1429, 2014. [doi]
@article{Capitani14,
title = {Interval Estimation for the Sortino Ratio and the Omega Ratio},
author = {Lucio De Capitani},
year = {2014},
doi = {10.1080/03610918.2012.722808},
url = {http://dx.doi.org/10.1080/03610918.2012.722808},
researchr = {https://researchr.org/publication/Capitani14},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {43},
number = {6},
pages = {1385-1429},
}