@article{omegaandsharperatio,
  title = {Omega and Sharpe ratio},
  author = {Eric Benhamou and Beatrice Guez and Nicolas Paris1},
  year = {2019},
  eprint = {1911.10254},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1911.10254v1},
}