Average drawdown risk reduction and risk tolerances
Year of publication: |
2014
|
---|---|
Authors: | Baghdadabad, Tavakoli ; Reza, Mohammad |
Published in: |
Research in Economics. - Elsevier, ISSN 1090-9443. - Vol. 68.2014, 3, p. 264-276
|
Publisher: |
Elsevier |
Subject: | Drawdown risk measure (DRM) | Average drawdown risk measure (A-DRM) | Lower partial moment (LPM) | Downside risk | Investors׳ perception | Risk tolerance |
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