THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274)
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scientific article; zbMATH DE number 6693943
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS |
scientific article; zbMATH DE number 6693943 |
Statements
THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (English)
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13 March 2017
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drawdown constraints
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numéraire property
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asymptotic growth
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portfolio management
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0.9013723
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0.8889957
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0.8764376
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0.8652293
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0.86433995
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0.8642541
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0.85962075
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0.85922104
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0.85813665
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