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Search: subject:"Conditional expected drawdown"
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International Journal of Financial Markets and Derivatives : IJFMD
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Stress test techniques using drawdown metrics : a Brazilian case study
Geronazzo, Arthur
;
Chela, João Luiz
- In:
International Journal of Financial Markets and …
7
(
2020
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10012510320
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Drawdown : from practice to theory and back again
Goldberg, Lisa
;
Mahmoud, Ola
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 275-297
Persistent link: https://www.econbiz.de/10011900560
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