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"Long-Term Optimal Investment with a Generalized Drawdown Constraint."

Jun Sekine (2013)

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DOI: 10.1137/110830101

access: closed

type: Journal Article

metadata version: 2017-05-17

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Jun Sekine:
Long-Term Optimal Investment with a Generalized Drawdown Constraint. SIAM J. Financial Math. 4(1): 452-473 (2013)

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