Portfolio Benchmarking Under Drawdown Constraint and...

Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio

Agarwal, Ankush, Sircar, Ronnie
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/16M1100861
Date:
January, 2018
File:
PDF, 494 KB
english, 2018
Conversion to is in progress
Conversion to is failed