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Portfolio models for optimizing drawdown duration

Year of publication

2024

Authors

Vedernikov, Andrei; Liesiö, Juuso; Seppälä, Tomi

Organizations and authors

Aalto University

Vedernikov Andrei

Liesiö Juuso

Seppälä Tomi Orcid -palvelun logo

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

International Journal of Theoretical and Applied Finance

Publisher

WORLD SCIENTIFIC

Volume

27

Issue

2

Article number

2450014

ISSN

0219-0249

​Publication forum

58883

​Publication forum level

1

Open access

Open access in the publisher’s service

No

Self-archived

Yes

Other information

Fields of science

Business and management

Keywords

[object Object],[object Object],[object Object],[object Object]

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1142/S0219024924500146

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes