Optimal risk budgeting under a finite investment horizon
Year of publication: |
2019
|
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Authors: | López de Prado, Marcos M. ; Vince, Ralph ; Zhu, Qiji Jim |
Subject: | drawdown | finite investment horizon | Growth-optimal portfolio | Kelly criterion | risk management | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure | Anlageverhalten | Behavioural finance | Risiko | Risk | Kapitalanlage | Financial investment | Zeit | Time |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7030086 [DOI] hdl:10419/257924 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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