A General Framework for Portfolio Theory : Part II: drawdown risk measures
Maier-Paape, Stanislaus (Corresponding author); Zhu, Qiji Jim (Corresponding author)
(2017)
Preprint
In: Report / Institut für Mathematik, RWTH Aachen 92
Page(s)/Article-Nr.: 35 Seiten
Identifier
- RWTH PUBLICATIONS: RWTH-2017-08891