Optimal investment to minimize the probability of drawdown (Q2833710)
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scientific article; zbMATH DE number 6656316
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal investment to minimize the probability of drawdown |
scientific article; zbMATH DE number 6656316 |
Statements
Optimal investment to minimize the probability of drawdown (English)
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25 November 2016
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optimal investment
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stochastic optimal control
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probability of drawdown
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0.8564581871032715
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0.8393263816833496
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0.8106644749641418
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0.7733625173568726
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