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Portfolio management under drawdown constraint in discrete-time financial markets
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
- Published online by Cambridge University Press:
- 09 December 2022, pp. 127-147
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- March 2023
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A note on long-term optimal portfolios under drawdown constraints
- Part of
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- 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
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