A review on drawdown risk measures and their implications for risk management
Hans Geboers, Benoît Depaire, Jan Annaert
| Year of publication: |
2023
|
|---|---|
| Authors: | Geboers, Hans ; Depaire, Benoît ; Annaert, Jan |
| Subject: | behavioral finance | drawdown constraints | maximum drawdown | portfolio optimization | risk management | time dimension | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Hedging | Anlageverhalten | Behavioural finance | Risikomaß | Risk measure | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/joes.12520 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014337978