A note on long-term optimal portfolios under drawdown constraints
نویسندگان
چکیده
منابع مشابه
Robustness of optimal portfolios under risk and stochastic dominance constraints
Article history: Available online xxxx
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2006
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800001221