Pages that link to "Item:Q2968274"
From MaRDI portal
The following pages link to THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274):
Displaying 5 items.
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
