MathematicsBusinessEconomics
A.N. Chekhlov, Stanislav Uryasev, M. Zabarankin
2005.6.25International Journal of Theoretical and Applied Finance
Abstract
Abstract is not available.
Citation format
CHEKHLOV, A.N.; URYASEV, Stanislav; ZABARANKIN, M. Drawdown measure in portfolio optimization. International Journal of Theoretical and Applied Finance, 2005, 08: 13–58.