On Data-Driven Drawdown Control with Restart Mechanism in Trading-Reference-Cited by-同舟云学术

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On Data-Driven Drawdown Control with Restart Mechanism in Trading

Published:2023 Issue:2 Volume:56 Page:9324-9329
ISSN:2405-8963
Container-title:IFAC-PapersOnLine
language:en
Short-container-title:IFAC-PapersOnLine

Author:

Hsieh Chung-Han

Funder

Ministry of Science and Technology, Taiwan

Publisher

Elsevier BV

Subject

General Medicine

Reference25 articles.

1. Multi-Period Trading via Convex Optimization;Boyd;Foundations and Trends® in Optimization,2017

2. Drawdown Measure in Portfolio Optimization;Chekhlov;International Journal of Theoretical and Applied Finance,2005

3. On Portfolio Optimization Under “Drawdown” Constraints;Cvitanic;IMA Volumes in Mathematics and its Applications,1994

4. Introduction to the Economics and Mathematics of Financial Markets;Cvitanic,2004

5. Robust Portfolio Optimization and Management;Fabozzi,2007

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