Portfolio selection with a drawdown constraint

Journal of Banking & Finance 2006 Vol. 30; Iss. 11

Portfolio selection with a drawdown constraint

Gordon J. Alexander, Alexandre M. Baptista
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Volume:
30
Year:
2006
Language:
english
DOI:
10.1016/j.jbankfin.2005.12.006
File:
PDF, 322 KB
english, 2006
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