Drawdown: from practice to theory and back again (Q1679554)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Drawdown: from practice to theory and back again |
scientific article |
Statements
Drawdown: from practice to theory and back again (English)
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9 November 2017
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drawdown
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conditional expected drawdown
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deviation measure
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risk attribution
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serial correlation
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0.8418790698051453
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0.8328112959861755
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0.8292669653892517
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0.8205735087394714
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