Daniel Mantilla-García: The maximum drawdown control strategy dynamically allocates wealth between cash and a risky portfolio, keeping losses below a chosen pre-defined level.
Research Associate, EDHEC-Risk InstituteHead of Research & Development, Koris International
|Type :||Working paper|
|Date :||le 14/07/2014|
|Extra information :||For more information, please contact EDHEC Research and Development Department [ firstname.lastname@example.org ]|
|Research Cluster :||Finance|