Optimal Portfolio Strategy under Rolling Economic Maximum Drawdown Constraints
نویسندگان
چکیده
منابع مشابه
Portfolio Optimization with Drawdown Constraints
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2014
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2014/787943