Alexei Chekhlov

Columbia University - Department of Mathematics

Adj. Assistant Professor

New York, NY

United States

http://www.math.columbia.edu/~chekhlov/

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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Top 26,196

in Total Papers Citations

23

CROSSREF CITATIONS

12

Scholarly Papers (2)

1.

Drawdown Measure in Portfolio Optimization

Number of pages: 41 Posted: 13 May 2004
Columbia University - Department of Mathematics, University of Florida and Stevens Institute of Technology - Department of Mathematical Sciences
Downloads 1,908 (12,464)
Citation 30

Abstract:

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2.

Portfolio Optimization with Drawdown Constraints

Research Report #2000-5
Number of pages: 17 Posted: 18 Aug 2000
Columbia University - Department of Mathematics, University of Florida and Stevens Institute of Technology - Department of Mathematical Sciences
Downloads 1,717 (14,754)
Citation 23

Abstract:

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