On Data-Driven Drawdown Control with Restart Mechanism in Trading

Fuente: arXiv

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Bibliographic Details
Main Author:	Hsieh, Chung-Han
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Computational Finance Risk Management 91G10, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2303.02613