Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time
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Publication:3631187
DOI10.1016/S1570-8659(08)00005-7zbMath1180.91275OpenAlexW1525737674MaRDI QIDQ3631187
Minjie Yu, Dennis G. Yang, Qiang Zhang
Publication date: 5 June 2009
Published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1570-8659(08)00005-7
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