Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm (2022)
Attributed to:
Understanding how constraints on access to finance and under-investment impact on productivity growth in smaller firms
funded by
UKRI
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.frl.2021.102328
Publication URI: http://dx.doi.org/10.1016/j.frl.2021.102328
Type: Journal Article/Review
Parent Publication: Finance Research Letters