A General Framework for Portfolio Theory : Part II: Drawdown Risk Measures
Basel / MDPI (2018) [Contribution to a book, Journal Article]
Risks
Volume: 6
Issue: 3
Page(s): 76
Authors
Authors
Maier-Paape, Stanislaus
Zhu, Qiji Jim
Identifier
- DOI: 10.3390/risks6030076
- REPORT NUMBER: RWTH-2018-227707