Damien Challet

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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!

PublicationDate of PublicationType
sharpeRratio2022-07-05Software
Sharper asset ranking from total drawdown durations
Applied Mathematical Finance
2018-04-06Paper
Sharper asset ranking from total drawdown durations
Applied Mathematical Finance
2015-05-06Paper


Research outcomes over time


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