Towards optimal portfolio strategy to control maximum drawdown : the case of risk based dynamic asset allocation
Zhaoji Yang George and Liang Zhong
| Year of publication: |
2013
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|---|---|
| Authors: | Yang, Zhaoji ; Zhong, Liang |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 26816507. - Vol. 3.2013, 2, p. 131-163
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010160981