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Vladimir Cherny
Publication Activity (10 Years)
Years Active: 2013-2013
Publications (10 Years): 0
Top Topics
Portfolio Optimization
Piece Wise Linear
Experimental Data
Computational Model
Top Venues
Finance Stochastics
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Publications
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Vladimir Cherny
,
Jan Oblój
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model.
Finance Stochastics
17 (4) (2013)