Pages that link to "Item:Q5092643"
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The following pages link to Drawdown beta and portfolio optimization (Q5092643):
Displaying 7 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- Capital asset pricing model (CAPM) with drawdown measure (Q2514723) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- Correction (Q5092652) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)