Portfolio Benchmarking under Drawdown Constraint and...

  • Main
  • 2016
  • 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?
Year:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2859724
File:
PDF, 598 KB
english, 2016
Conversion to is in progress
Conversion to is failed