Drawdown measures: Are they all the same?
Year of publication: |
2019
|
---|---|
Authors: | Korn, Olaf ; Möller, Philipp M. ; Schwehm, Christian |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Asset Management | Drawdown | Risk Measures | Performance Measurement |
Series: | CFR Working Paper ; 19-04 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1680993380 [GVK] hdl:10419/206654 [Handle] RePEc:zbw:cfrwps:1904 [RePEc] |
Classification: | G11 - Portfolio Choice |
Source: |
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