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"Portfolio management under drawdown constraint in discrete-time financial ..."

Diego Hernández Bustos, Daniel Hernández-Hernández (2023)

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DOI: 10.1017/JPR.2022.31

access: closed

type: Journal Article

metadata version: 2023-02-21

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Diego Hernández Bustos, Daniel Hernández-Hernández:
Portfolio management under drawdown constraint in discrete-time financial markets. J. Appl. Probab. 60(1): 127-147 (2023)

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