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
Keywords :
drawdown , Portfolio insurance , Optimal asset allocation
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
