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Stochastic Drawdowns

Hongzhong Zhang
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Hongzhong Zhang: Columbia University, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Stochastic Drawdowns

Keywords: Drawdown; Maximum Drawdown; Insurance; Optimal Trading (search for similar items in EconPapers)
JEL-codes: C02 G32 (search for similar items in EconPapers)
Date: 2018
ISBN: 9789813141636
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