Drawdown Measure in Portfolio Optimization
Year of publication: |
[2010]
|
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Authors: | Chekhlov, Alexei |
Other Persons: | Uryasev, Stanislav P. (contributor) ; Zabarankin, Michael (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 25, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.544742 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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