Information Journal Paper
APA:
CopyCHEKHLOV, A., URYASEV, S., & ZABARANKIN, M.. (2005). DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 8(1), 13-58. SID. https://sid.ir/paper/622387/en
Vancouver:
CopyCHEKHLOV A., URYASEV S., ZABARANKIN M.. DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE[Internet]. 2005;8(1):13-58. Available from: https://sid.ir/paper/622387/en
IEEE:
CopyA. CHEKHLOV, S. URYASEV, and M. ZABARANKIN, “DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION,” INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, vol. 8, no. 1, pp. 13–58, 2005, [Online]. Available: https://sid.ir/paper/622387/en