Pages that link to "Item:Q2567182"
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The following pages link to The Grossman and Zhou investment strategy is not always optimal (Q2567182):
Displaying 4 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- On minimizing drawdown risks of lifetime investments (Q896742) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- ON THE CONSUMPTION/DISTRIBUTION THEOREM UNDER THE LONG-RUN GROWTH CRITERION SUBJECT TO A DRAWDOWN CONSTRAINT (Q2786346) (← links)
