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

Institutions

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