"Benchmark-based deviation and drawdown measures in portfolio optimization."

Michael Zabarankin, Bogdan Grechuk, Dawei Hao (2024)

> Home

Details and statistics

DOI: 10.1007/S11590-024-02124-X

access: open

type: Journal Article

metadata version: 2024-12-09

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ol/ZabarankinGH24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ol/ZabarankinGH24
Michael Zabarankin, Bogdan Grechuk, Dawei Hao:
Benchmark-based deviation and drawdown measures in portfolio optimization. Optim. Lett. 18(7): 1561-1578 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.