@misc{dorador2024constrained,
  title={Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach},
  author={Albert Dorador},
  year={2024},
  eprint={2401.02601},
  archivePrefix={arXiv},
  primaryClass={q-fin.PM},
  url={https://arxiv.org/abs/2401.02601}
}