Pages that link to "Item:Q2514723"

The following pages link to Capital asset pricing model (CAPM) with drawdown measure (Q2514723):

Displaying 15 items.

• Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• Drawdown: from practice to theory and back again (Q1679554) (← links)
• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• Direct data-based decision making under uncertainty (Q1754229) (← links)
• Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
• DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
• Drawdown beta and portfolio optimization (Q5092643) (← links)
• COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
• A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
• Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Optimisation of drawdowns by generalised reinsurance in the classical risk model (Q6089415) (← links)
• Portfolio models for optimizing drawdown duration (Q6633870) (← links)