BibTeX record journals/anor/NystrupBLM19

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@article{DBLP:journals/anor/NystrupBLM19,
  author       = {Peter Nystrup and
                  Stephen P. Boyd and
                  Erik Lindstr{\"{o}}m and
                  Henrik Madsen},
  title        = {Multi-period portfolio selection with drawdown control},
  journal      = {Ann. Oper. Res.},
  volume       = {282},
  number       = {1-2},
  pages        = {245--271},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10479-018-2947-3},
  doi          = {10.1007/S10479-018-2947-3},
  timestamp    = {Thu, 13 Aug 2020 12:39:59 +0200},
  biburl       = {https://dblp.org/rec/journals/anor/NystrupBLM19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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