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Capital Asset Pricing Model (CAPM) with drawdown measure
Zabarankin, Michael, Pavlikov, Konstantin, Uryasev, StanVolume:
234
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.03.024
Date:
April, 2014
File:
PDF, 904 KB
english, 2014