Portfolio models for optimizing drawdown duration (Q6633870)
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scientific article; zbMATH DE number 7939742
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio models for optimizing drawdown duration |
scientific article; zbMATH DE number 7939742 |
Statements
Portfolio models for optimizing drawdown duration (English)
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6 November 2024
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finance
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portfolio optimization
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drawdown
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mixed-integer linear programming
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