Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989)
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scientific article; zbMATH DE number 7661242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio management under drawdown constraint in discrete-time financial markets |
scientific article; zbMATH DE number 7661242 |
Statements
Portfolio management under drawdown constraint in discrete-time financial markets (English)
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9 March 2023
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risk-sensitive control
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optimal growth rate
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drawdown constraint
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