Risk averse fractional trading using the current drawdown
Maier-Paape, Stanislaus (Corresponding author)
London / Incisive Media (2018) [Journal Article]
Journal of risk : JOR
Volume: 20
Issue: 5
Page(s): 117-141
Identifier
- DOI: 10.21314/JOR.2018.388
- REPORT NUMBER: RWTH-2018-225484