Community Profile

photo

L Enders


Active since 2015

Followers: 0   Following: 0

Statistics

Feeds

View by

Question


How to implement Conditional-Drawdown-at-Risk with linear programming?
I'm trying to implement the Conditional-Drawdown-at-Risk as a portfolio strategy (see Chekhlov et al, 2003 for the theory) - usi...

8 years ago | 2 answers | 0

2

answers