Pages that link to "Item:Q5395355"
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The following pages link to A note on long-term optimal portfolios under drawdown constraints (Q5395355):
Displaying 20 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- Risk-sensitive portfolio optimization with two-factor having a memory effect (Q763414) (← links)
- Characterization of efficient frontier for mean-variance model with a drawdown constraint (Q902570) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Capital asset pricing model (CAPM) with drawdown measure (Q2514723) (← links)
- On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint (Q2786346) (← links)
- Long-term optimal investment with a generalized drawdown constraint (Q2873137) (← links)
- THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS (Q2968274) (← links)
- Drawdown beta and portfolio optimization (Q5092643) (← links)
- Correction (Q5092652) (← 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)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)
