Pages that link to "Item:Q377454"
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The following pages link to Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454):
Displaying 16 items.
- On minimizing drawdown risks of lifetime investments (Q896742) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- On future drawdowns of Lévy processes (Q2360246) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS (Q2799996) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)