Paul Lajbcygier Eugene Lim Trading Futures with the Largest Equity Drawdown Method. 929-933 http://springerlink.metapress.com/openurl.asp?genre=article&issn=0302-9743&volume=2690&spage=929 2003 conf/ideal/2003 IDEAL db/conf/ideal/ideal2003.html#LajbcygierL03