Portfolio Optimization with Deviation and Risk
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-54621-2_882-1
Reference46 articles.
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4. Chekhlov A, Uryasev S, Zabarankin M (2004) Portfolio optimization with drawdown constraints. In: Supply chain and finance. World Scientific, New Jersey, pp 209–228
5. Chekhlov A, Uryasev S, Zabarankin M (2005) Drawdown measure in portfolio optimization. Int J Theor Appl Financ 8(01):13–58
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