Portfolio Management with Drawdown Constraint : An Analysis of Optimal Investment
Year of publication: |
2017
|
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Authors: | Bonelli, Maxime |
Other Persons: | Bossy, Mireille (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (61 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 21, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2959955 [DOI] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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