Pages that link to "Item:Q4372014"
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The following pages link to OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014):
Displaying 41 items.
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Optimal growth rate in random trade time (Q3400020) (← links)
- PROBABILITY DISTRIBUTION AND OPTION PRICING FOR DRAWDOWN IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q3564997) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
- Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure (Q4562052) (← links)
- Drawdown analysis for the renewal insurance risk process (Q4575464) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (Q4584701) (← links)
- Rebalancing with Linear and Quadratic Costs (Q4591242) (← links)
- DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (Q4675830) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- Should Commodity Investors Follow Commodities' Prices? (Q4968921) (← links)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (Q5050082) (← links)
- Performance Fees with Stochastic Benchmark (Q5080134) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model (Q5123453) (← links)
- Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle (Q5140640) (← links)
- Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069) (← links)
- Growth Optimal Portfolio Insurance in Continuous and Discrete Time (Q5176293) (← links)
- SINGULAR PERTURBATION EXPANSION FOR UTILITY MAXIMIZATION WITH ORDER-𝜖 QUADRATIC TRANSACTION COSTS (Q5207494) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- The Kelly growth optimal strategy with a stop-loss rule (Q5245452) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)
- On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis (Q5886366) (← links)
- Factor-based portfolio optimization (Q6093697) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Optimal filter rules for selling stocks in the emerging stock markets (Q6148784) (← links)
- Optimal reinsurance and investment problems to minimize the probability of drawdown (Q6574089) (← links)
- Options on constant proportion portfolio insurance with guaranteed minimum equity exposure (Q6579515) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
- Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838) (← links)
- Portfolio models for optimizing drawdown duration (Q6633870) (← links)
