Showing 1 - 7 of 7
Drawdowns measuring the decline in value from the historical running maxima over a given period of time, are considered as extremal events from the standpoint of risk management. To date, research on the topic has mainly focus on the side of severity by studying the first drawdown over certain...
Persistent link: https://www.econbiz.de/10013057616
Persistent link: https://www.econbiz.de/10012545277
Persistent link: https://www.econbiz.de/10012622386
Persistent link: https://www.econbiz.de/10012262737
Persistent link: https://www.econbiz.de/10011825424
Persistent link: https://www.econbiz.de/10011929861
Persistent link: https://www.econbiz.de/10014384012