Portfolio benchmarking under drawdown constraint and stochastic sharpe ratio

Ankush Agarwal, Ronnie Sircar

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Fingerprint

Dive into the research topics of 'Portfolio benchmarking under drawdown constraint and stochastic sharpe ratio'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science