On Portfolio Optimization under “Drawdown” Constraints View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1995

AUTHORS

Jakša Cvitanić , Ioannis Karatzas

ABSTRACT

N/A

PAGES

35-45

Book

TITLE

Mathematical Finance

ISBN

978-1-4419-2845-0
978-1-4757-2435-6

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-1-4757-2435-6_3

DOI

http://dx.doi.org/10.1007/978-1-4757-2435-6_3

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1089531952


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