@article{constrainedmaxdrawdownafastandrobust,
  title = {Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach},
  author = {Albert Dorador},
  year = {2024},
  eprint = {2401.02601},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2401.02601v1},
}