OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014)
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scientific article; zbMATH DE number 1106700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS |
scientific article; zbMATH DE number 1106700 |
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OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (English)
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21 January 1998
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drawdown
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portfolio insurance
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semimartingales
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stochastic control
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optimal risky investment policy
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stochastic floor
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