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~isPartOf:"Finance and stochastics"
~person:"Jeanblanc, Monique"
~person:"Obłój, Jan"
~subject:"Mathematische Optimierung"
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Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Cherny, Vladimir
;
Obłój, Jan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 771-800
Persistent link: https://www.econbiz.de/10010190877
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