Portfolio optimisation with drawdown constraints
Alexei Chekhlov, Stanislav Uryasev, Michael Zabarankin
| Year of publication: |
2003
|
|---|---|
| Authors: | Chekhlov, Alexei ; Uryasev, Stanislav ; Zabarankin, Michael |
| Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 253-268
|
| Subject: | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002169368