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 * S. Boyd, E. Busseti, S. Diamond, R. N. Kahn, K. Koh, P. Nystrup, J. Speth. Multi-Period Trading via Convex Optimization. Foundations and Trends in Optimization, vol. 3, no. 1, pp. 1–76, 2016.
 * Oprisor R, Kwon R. Multi-Period Portfolio Optimization with Investor Views under Regime Switching. Journal of Risk and Financial Management. 2021; 14(1):3. https://doi.org/10.3390/jrfm14010003
 * Fremlin, S. (2019). Online intra-day portfolio optimization using regime based models (Dissertation). Retrieved from http://lup.lub.lu.se/student-papers/record/8972097
+* Nystrup, P., Boyd, S., Lindström, E. et al. Multi-period portfolio selection with drawdown control. Ann Oper Res 282, 245–271 (2019). https://doi.org/10.1007/s10479-018-2947-3
 
 #### Stochastic Programming for Portfolio Optimization