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Our data says that the document:

Gordon, Alexander ; Alexandre, Baptista. (2006) Portfolio selection with a drawdown constraint.
In: Journal of Banking & Finance. RePEc:eee:jbfina:v:30:y:2006:i:11:p:3171-3189.

Full description at Econpapers

cites:

Markowitz, H.M. Mean–Variance Analysis in Portfolio Choice and Capital Markets. 1987 Basil Blackwell: New York

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