Author:
Bailey David,López de Prado Marcos
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,Finance
Cited by
6 articles.
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2. A Quantile Game for Portfolio Construction in the Ornstein–Uhlenbeck Model;Computational Mathematics and Modeling;2022-04
3. Drawdowns;The Journal of Portfolio Management;2020-07-11
4. Drawdowns;SSRN Electronic Journal;2020
5. On minimizing drawdown risks of lifetime investments;Insurance: Mathematics and Economics;2015-11