1 results
A note on long-term optimal portfolios under drawdown constraints
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
- Published online by Cambridge University Press:
- 01 July 2016, pp. 673-692
- Print publication:
- September 2006
-
- Article
-
- You have access
- Export citation