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Portfolio management under drawdown constraint in discrete-time financial markets.

Diego Hernández BustosDaniel Hernández-Hernández
Published in: J. Appl. Probab. (2023)
Keyphrases
  • portfolio management
  • portfolio selection
  • financial markets
  • portfolio optimization
  • stock price
  • stock market
  • financial data
  • risk management
  • transaction costs
  • case based reasoning
  • exchange rate
  • data mining