A General Framework for Portfolio Theory : Part II: drawdown risk measures
Maier-Paape, Stanislaus (Corresponding author); Zhu, Qiji Jim (Corresponding author)
(2017) [Preprint]
Page(s): 35 Seiten
Identifier
- REPORT NUMBER: RWTH-2017-08891
Maier-Paape, Stanislaus (Corresponding author); Zhu, Qiji Jim (Corresponding author)
(2017) [Preprint]
Page(s): 35 Seiten