Portfolio optimization with Drawdown constraints
A. Chekhlov; S. Uryasev; M. Zabarankin
| Year of publication: |
2004
|
|---|---|
| Authors: | Chekhlov, A. ; Uryasev, S. ; Zabarankin, M. |
| Published in: |
Supply chain and finance. - Singapore [u.a.] : World Scientific, ISBN 981-238-717-X. - 2004, p. 209-228
|
| Subject: | Portfolio-Investition | Foreign portfolio investment | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturverz. S. 227 - 228 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002540063