Pages that link to "Item:Q4579825"
From MaRDI portal
The following pages link to Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825):
Displayed 3 items.
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)