Calculating hedge fund risk : the draw down and the maximum draw down
Alessio Sancetta and Steve E. Satchell
| Year of publication: |
2004
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|---|---|
| Authors: | Sancetta, Alessio ; Satchell, Stephen |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 3, p. 259-282
|
| Subject: | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Hedgefonds | Hedge fund |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002243487