Title of article :
Portfolio selection with a drawdown constraint
Author/Authors :
Gordon J. Alexander، نويسنده , , Alexandre M. Baptista، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
19
From page :
3171
To page :
3189
Keywords :
Portfolio Selection , Maximum drawdown , Risk management
Journal title :
Journal of Banking and Finance
Serial Year :
2006
Journal title :
Journal of Banking and Finance
Record number :
193947
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193947
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