Portfolio selection with a drawdown constraint
Year of publication: |
2006
|
---|---|
Authors: | Alexander, Gordon J. ; Baptista, Alexandre M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 11, p. 3171-3189
|
Subject: | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
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