A General Framework for Portfolio Theory : Part II: Drawdown Risk Measures

Maier-Paape, Stanislaus (Corresponding author); Zhu, Qiji Jim

Basel : MDPI (2018)
Contribution to a book, Journal Article

In: Risks
Volume: 6
Issue: 3
Page(s)/Article-Nr.: 76

Institutions

• Department of Mathematics [110000]
• Mathematics Teaching and Research Area [111920]