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Article
Title:
Portfolio Selection with a Drawdown Constraint
Authors:
Gordon Alexander
(
U Minnesota
)
Alexandre M. Baptista
(
George Washington U
)
Journal:
Journal of Banking and Finance
Year:
2006
Volume:
30
Pages:
3171-3189
JEL codes:
G23 - Pension Funds; Other Private Financial Institutions
G11 - Portfolio Choice; Investment Decisions
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