Characterization of efficient frontier for mean–variance model with a drawdown

【作者(必填)】Yao Haixiang

【文题(必填)】Characterization of efficient frontier for mean–variance model with a drawdown constraint[J]
【年份(必填)】2013

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0096300313007595

https://bbs.pinggu.org/thread-5575112-1-1.html

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