Drawdown measures : are they all the same?
Year of publication: |
2019
|
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Authors: | Korn, Olaf ; Möller, Philipp M. ; Schwehm, Christian |
Publisher: |
Cologne : Centre for Financial Research |
Subject: | Asset Management | Drawdown | Risk Measures | Performance Measurement | Risikomanagement | Risk management | Performance-Messung | Performance measurement | Messung | Measurement | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
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Series: | Working paper / Centre for Financial Research. - Köln : CFR, ZDB-ID 2458327-3. - Vol. no. 19, 04 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/206654 [Handle] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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