Search Results - subject:"Maximum drawdown beta"

Evaluation of Malaysian mutual funds in the maximum drawdown risk measure framework

Reza Tavakoli Baghdadabad, Mohammad; Glabadanidis, Paskalis - In: International Journal of Managerial Finance 9 (2013) 3, pp. 247-270

the maximum drawdown beta and alpha in the M‐DRM framework. Findings – The evidence clearly indicates that the replacement … framework in terms of MDB, the maximum drawdown beta, and the maximum drawdown CAPM can be replaced by the conventional …

Persistent link: https://www.econbiz.de/10014785582

Evaluation of Malaysian mutual funds in the maximum drawdown risk measure framework

Baghdadabad, Mohammad Reza Tavakoli; Glabadanidis, Paskalis - In: International Journal of Managerial Finance 9 (2013) June, pp. 247-270

the maximum drawdown beta and alpha in the M-DRM framework. Findings – The evidence clearly indicates that the replacement … framework in terms of MDB, the maximum drawdown beta, and the maximum drawdown CAPM can be replaced by the conventional …

Persistent link: https://www.econbiz.de/10010814595