Damien Challet
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| sharpeRratio | 2022-07-05 | Software |
| Sharper asset ranking from total drawdown durations Applied Mathematical Finance | 2018-04-06 | Paper |
| Sharper asset ranking from total drawdown durations Applied Mathematical Finance | 2015-05-06 | Paper |
Research outcomes over time
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