Media type: E-Article Title: Bayesian nonparametric portfolio selection with rolling maximum drawdown control Contributor: Mei, Xiaoling [VerfasserIn]; Wang, Yachong [VerfasserIn]; Zhu, Weixuan [VerfasserIn] imprint: 2023 Published in: Quantitative finance ; 23(2023), 10, Seite 1497-1510 Language: English DOI: 10.1080/14697688.2023.2250386 ISSN: 1469-7696 Identifier: Keywords: HDP-HMM ; Model predictive control ; Regime switching ; Time-varying drawdown control ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access