Pages that link to "Item:Q1679554"

The following pages link to Drawdown: from practice to theory and back again (Q1679554):

Displaying 7 items.

• Monetary risk measures for stochastic processes via Orlicz duality (Q2145689) (← links)
• On the maximum increase and decrease of one-dimensional diffusions (Q2196380) (← links)
• DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
• Drawdown beta and portfolio optimization (Q5092643) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)
• Drawdown risk measures for asset portfolios with high frequency data (Q6110761) (← links)