ZABARANKIN, MICHAEL
University of Florida
2 papers on CoChatORCID 0000-0001-5959-9335
Most cited papers
- Verified
DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
CHEKHLOV, A., URYASEV, S., & ZABARANKIN, M. (2005) · International Journal of Theoretical and Applied Finance
Risk and Portfolio OptimizationFinancial Risk and Volatility Modeling
Cited by 350
- Verified
Drawdown Measure in Portfolio Optimization
Chekhlov, A., Uryasev, S. P., & Zabarankin, M. (2004) · International Journal of Theoretical and Applied Finance
Risk and Portfolio OptimizationFinancial Risk and Volatility Modeling
Cited by 350
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