The numéraire property and long-term growth optimality for drawdown-constrained investments
Constantinos Kardaras, Jan Obłój, Eckhard Platen
| Year of publication: |
January 2017
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| Authors: | Kardaras, Constantinos ; Obłój, Jan ; Platen, Eckhard |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 27.2017, 1, p. 68-95
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| Subject: | drawdown constraints | numéraire property | asymptotic growth | portfolio risk management | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Wachstumstheorie | Growth theory | Wirtschaftswachstum | Economic growth | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011739443