Portfolio selection with a drawdown constraint
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 30 (2006)
Issue (Month): 11 (November)
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Web page: http://www.elsevier.com/locate/jbf
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- Bruno, Salvatore & Chincarini, Ludwig, 2010. "A historical examination of optimal real return portfolios for non-US investors," Review of Financial Economics, Elsevier, vol. 19(4), pages 161-178, October.
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358, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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