Pages that link to "Item:Q4579825"
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The following pages link to Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825):
Displaying 7 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- A dynamic programming approach to path-dependent constrained portfolios (Q2159555) (← links)
- Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle (Q3383684) (← links)
- (Q4486942) (← links)
- Drawdown beta and portfolio optimization (Q5092643) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)