Stanislaus Maier-Paape

RWTH Aachen University

Templergraben 55

52056 Aachen, 52056

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

1

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Risk Averse Fractional Trading Using the Current Drawdown

Journal of Risk, Vol. 20, No. 5, 2018
Number of pages: 26 Posted: 28 Jun 2018
Stanislaus Maier-Paape
RWTH Aachen University
Downloads 1 (1,023,772)
  • Add to Cart

Abstract:

Loading...

Fractional Trading, Optimal F, Current Drawdown, Terminal Wealth Relative (TWR), Risk Aversion.