Maximum drawdown and risk tolerances
Year of publication: |
2015
|
---|---|
Authors: | Tavakoli Baghdadabad, Mohammad Reza |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 18.2015, 1, p. 1-27
|
Subject: | Drawdown risk measure | maximum drawdown risk measure | lower partial moment | downside risk | investors' perception | risk tolerance | Tourismusregion | Tourism destination | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Risk management | Messung | Measurement | Risikopräferenz | Risk attitude | Risikomaß | Risk measure | Anlageverhalten | Behavioural finance |
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