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eNauka >  Results >  Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
Title: Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
Authors: Drenovak, Mikica  ; Ranković, Vladimir  ; Urošević, Branko  ; Jelic, Ratomir  
Issue Date: 2022
Publication: Finance Research Letters
ISSN: 1544-6123 Finance Research Letters Search Idenfier
Type: Article
Collation: vol. 46 br. Part A str. 1-11
DOI: 10.1016/j.frl.2021.102328
WoS-ID: 000816918600032
Scopus-ID: 2-s2.0-85113179655
URI: https://scidar.kg.ac.rs/handle/123456789/13492
https://plus.cobiss.net/cobiss/sr/sr/bib/44565001#izum.si
https://enauka.gov.rs/handle/123456789/569802
URL: https://www.sciencedirect.com/science/article/pii/S1544612321003500?via%3Dihub
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