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Benchmark-based deviation and drawdown measures in portfolio optimization

Published Online: 2024-06-25

Published Print: 2024-09

Authors

Zabarankin, Michael

Grechuk, Bogdan https://orcid.org/0000-0002-2624-5765
Hao, Dawei
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Text and Data Mining valid from 2024-06-25

Version of Record valid from 2024-06-25
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Article History

Received: 24 October 2023

Accepted: 13 May 2024

First Online: 25 June 2024

Declarations

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: On behalf of all authors, the corresponding author states that there is no conflict of interest.

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