Pages that link to "Item:Q5880989"
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The following pages link to Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989):
Displaying 5 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Long-term optimal investment with a generalized drawdown constraint (Q2873137) (← links)
- On asymptotic optimality of Merton's myopic portfolio strategies under time discretization (Q4684005) (← links)
- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (Q5050082) (← links)
- A note on long-term optimal portfolios under drawdown constraints (Q5395355) (← links)