Capital asset pricing model (CAPM) with drawdown measure (Q2514723)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital asset pricing model (CAPM) with drawdown measure |
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Capital asset pricing model (CAPM) with drawdown measure (English)
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3 February 2015
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capital asset pricing model (CAPM)
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drawdown
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conditional drawdown-at-risk (CDaR)
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asset beta
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portfolio theory
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