A review on drawdown risk measures and their implications for risk management
Year of publication: |
2023
|
---|---|
Authors: | Geboers, Hans ; Depaire, Benoît ; Annaert, Jan |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 37.2023, 3, p. 865-889
|
Subject: | behavioral finance | drawdown constraints | maximum drawdown | portfolio optimization | risk management | time dimension | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Hedging | Anlageverhalten | Behavioural finance | Theorie | Theory |
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