Alexei Chekhlov

Columbia University - Department of Mathematics

Adj. Assistant Professor

New York, NY

United States

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

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 20,122

SSRN RANKINGS

Top 20,122

in Total Papers Downloads

3,597

SSRN CITATIONS
Rank 26,202

SSRN RANKINGS

Top 26,202

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 1,891 (12,367)
Citation 30

Abstract:

Loading...

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 1,706 (14,604)
Citation 23

Abstract:

Loading...