@article{anonlinearoptimisationmodelfor,
  title = {A nonlinear optimisation model for constructing minimal drawdown portfolios},
  author = {C. A. Valle and J. E. Beasley},
  year = {2019},
  eprint = {1908.08684},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.08684v1},
}