Angoshtari, B., Bayraktar, E., & Young, V. R. (2016). Optimal investment to minimize the probability of drawdown. Stochastics (Abingdon, Eng. : 2005), 88(6), 946-958. https://doi.org/10.1080/17442508.2016.1155590
Chicago Style (17th ed.) CitationAngoshtari, Bahman, Erhan Bayraktar, and Virginia R. Young. "Optimal Investment to Minimize the Probability of Drawdown." Stochastics (Abingdon, Eng. : 2005) 88, no. 6 (2016): 946-958. https://doi.org/10.1080/17442508.2016.1155590.
MLA (9th ed.) CitationAngoshtari, Bahman, et al. "Optimal Investment to Minimize the Probability of Drawdown." Stochastics (Abingdon, Eng. : 2005), vol. 88, no. 6, 2016, pp. 946-958, https://doi.org/10.1080/17442508.2016.1155590.
Warning: These citations may not always be 100% accurate.