@article{discretetimeportfoliooptimizationunder,
  title = {Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution},
  author = {Carmine de Franco and Johann Nicolle and Huyên Pham},
  year = {2020},
  eprint = {2010.15779},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2010.15779v2},
}