Title of article
The Grossman and Zhou investment strategy is not always optimal
Author/Authors
Michael J. Klass، نويسنده , , Krzysztof Nowicki، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2005
Pages
8
From page
245
To page
252
Keywords
drawdown , Portfolio insurance , Optimal asset allocation
Journal title
Statistics and Probability Letters
Serial Year
2005
Journal title
Statistics and Probability Letters
Record number
140562
Link To Document