{"title":"Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time","authors":"D. Yang, Minjie Yu, Qiang Zhang","doi":"10.1016/S1570-8659(08)00005-7","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":356164,"journal":{"name":"Handbook of Numerical Analysis","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Handbook of Numerical Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/S1570-8659(08)00005-7","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}