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A General Framework for Portfolio Theory : Part II: drawdown risk measures

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Umfang[1]-35

Online
DOI: 10.48550/ARXIV.1710.04818


Einrichtungen

  1. Lehr- und Forschungsgebiet Mathematik (111920)
  2. Fachgruppe Mathematik (110000)


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Dokumenttyp
Preprint

Format
online

Sprache
English

Externe Identnummern
arXiv: arXiv:1710.04818

Interne Identnummern
RWTH-2017-08957
Datensatz-ID: 706977

Beteiligte Länder
Germany, USA

 GO


Related:

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Preprint  ;
A General Framework for Portfolio Theory : Part I: theory and various models
43 Seiten : Illustrationen () [10.48550/ARXIV.1710.04579]  GO arXiv   Download fulltextFulltext by arXiv.org BibTeX | EndNote: XML, Text | RIS

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Journal Article/Contribution to a book  ;
A General Framework for Portfolio Theory : Part II: Drawdown Risk Measures
Risks 6(3), 76 () [10.3390/risks6030076] special issue: "Special Issue "Computational Methods for Risk Management in Economics and Finance" / Guest Editor Dr. Marina Resta, University of Genova, Italy"  GO OpenAccess  Download fulltext Files BibTeX | EndNote: XML, Text | RIS

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Preprint  ;
A General Framework for Portfolio Theory : Part II: drawdown risk measures
Report / Institut für Mathematik, RWTH Aachen 92, 35 Seiten ()  GO   Download fulltextFulltext BibTeX | EndNote: XML, Text | RIS

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Report  ;
A General Framework for Portfolio Theory : Part I: theory and various models
Report / Institut für Mathematik, RWTH Aachen 91, 47 Seiten ()  GO   Download fulltextFulltext BibTeX | EndNote: XML, Text | RIS


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111920

 Record created 2017-10-17, last modified 2025-09-30


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