Drawdown control with a risk floor
Year of publication: |
2015
|
---|---|
Authors: | Zhou, Joe ; Shang, James |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 17.2014/15, 4, p. 79-94
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Verlust | Loss | Anlageverhalten | Behavioural finance |
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