Drawdown constraint for long-term investments under partial information
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Publication:6553142
zbMATH Open1541.91226MaRDI QIDQ6553142FDOQ6553142
Erick Treviño-Aguilar, Daniel Hernández-Hernández
Publication date: 11 June 2024
Published in: Pure and Applied Functional Analysis (Search for Journal in Brave)
Portfolio theory (91G10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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