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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial econometrics"
~person:"Chekhlov, Alexei"
~type:"article"
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Chekhlov, Alexei
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International journal of theoretical and applied finance
Journal of financial econometrics
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Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
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