Relevance of maximum drawdown in the investment fund selection problem when utility is nonadditive
Daehwan Kim
| Year of publication: |
2011
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| Authors: | Kim, Daehwan |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101x. - Vol. 16.2011, 3, p. 257-289
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009929755