Maximum Drawdown and Risk Tolerances
Year of publication: |
2015
|
---|---|
Authors: | Baghdadabad, Mohammad Reza Tavakoli |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 18.2015, 01, p. 1550003-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Drawdown risk measure | maximum drawdown risk measure | lower partial moment | downside risk | investors' perception | risk tolerance |
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