Search Results - subject:"Maximum drawdown risk measure (M‐DRM)"

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

using nine modified performance evaluation measures generated by the maximum drawdown risk measure (M‐DRM) based on the …

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

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

using nine modified performance evaluation measures generated by the maximum drawdown risk measure (M-DRM) based on the …

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