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ECONIS (ZBW)
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subject:"drawdown"
(158 results)
1
Predictability of stock market indexes following large
drawdowns
and drawups
Brandi, Vinicius Ratton
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012616143
Saved in:
2
A model of financial bubbles and
drawdowns
with non-local behavioral self-referencing
Malevergne, Yannick
;
Sornette, Didier
;
Wei, Ran
-
2021
Persistent link: https://www.econbiz.de/10012800780
Saved in:
3
Disasters, large
drawdowns
, and long-term asset management
Jondeau, Eric
;
Pauli, Alexandre
-
2021
Persistent link: https://www.econbiz.de/10012593533
Saved in:
4
Short-term predictability of stock market indexes following large
drawdowns
and drawups
Brandi, Vinicius Ratton
-
2020
Persistent link: https://www.econbiz.de/10012404321
Saved in:
5
Responding to Callaghan: completing Australia's retirement income system
Podger, Andrew
-
2020
Persistent link: https://www.econbiz.de/10012623858
Saved in:
6
Smaller
drawdowns
, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences
Kale, Jivendra K.
;
Lim, Tee
- In:
The journal of investment strategies
9
(
2020
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10012597136
Saved in:
7
Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller
drawdowns
and higher risk-adjusted returns
Kale, Jivendra K.
;
Lim, Tee
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012028870
Saved in:
8
Sharper asset ranking from total drawdown durations
Challet, Damien
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011746991
Saved in:
9
On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
Cukurova, Sevinc
;
Marin, Jose M.
-
Instituto de Ciencias Sociales, Instituto Madrileño de …
-
2011
Darwinian selection process according to which funds running large
drawdowns
for a prolonged period of time (survivers) are …
Persistent link: https://www.econbiz.de/10008805383
Saved in:
10
Do individual currency traders make money?
Abbey, Boris S.
;
Doukas, John A.
- In:
Journal of international money and finance
56
(
2015
),
pp. 158-177
Persistent link: https://www.econbiz.de/10011477888
Saved in:
1
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