Portfolio management with drawdown-based measures
Year of publication: |
2017
|
---|---|
Authors: | Molyboga, Marat ; L'Ahelec, Christophe |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 19.2017, 3, p. 75-89
|
Subject: | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Risikomaß | Risk measure |
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