A Generalization of Model for Portfolio Selection with Drawdown Constraint on Consumption

2019 ◽  
Author(s):  
Junkee Jeon ◽  
Kyunghyun Park
Keyword(s):  
Portfolio Selection ◽  
Drawdown Constraint

Portfolio selection with a drawdown constraint

2006 ◽  
Vol 30 (11) ◽  
pp. 3171-3189 ◽  
Author(s):  
Gordon J. Alexander ◽  
Alexandre M. Baptista
Keyword(s):  
Portfolio Selection ◽  
Drawdown Constraint

AN APPROACH TO THE PROBLEM OF PORTFOLIO SELECTION

1996 ◽  
Vol 01 (01) ◽  
Author(s):  
T. Lorenzana ◽  
N. Márquez ◽  
S. Sardà
Keyword(s):  
Portfolio Selection

A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

2004 ◽  
Vol 09 (01) ◽  
Author(s):  
Teresa León ◽  
Vicente Liern ◽  
Paulina Marco ◽  
Enriqueta Vercher ◽  
José Vicente Segura
Keyword(s):  
Portfolio Selection ◽  
Downside Risk ◽  
Selection Problem ◽  
Portfolio Selection Problem ◽  
Risk Approach
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