Multi-period portfolio selection with drawdown control

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Annals of Operations Research 2018 / 6

Multi-period portfolio selection with drawdown control

Nystrup, Peter, Boyd, Stephen, Lindström, Erik, Madsen, Henrik
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Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-018-2947-3
Date:
June, 2018
File:
PDF, 2.30 MB
english, 2018
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