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Average drawdown risk reduction and risk tolerances
Tavakoli Baghdadabad, Mohammad Reza - In: Research in economics : an international review of economics 68 (2014) 3, pp. 264-276
Persistent link: https://www.econbiz.de/10010510336
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Maximum drawdown and risk tolerances
Tavakoli Baghdadabad, Mohammad Reza - In: Review of Pacific Basin financial markets and policies 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011286060
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The effects of drawdown risk reduction on the US hedge funds
Tavakoli Baghdadabad, Mohammad Reza - In: Journal of derivatives & hedge funds 19 (2013) 1, pp. 50-73
Persistent link: https://www.econbiz.de/10009782529
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Average drawdown risk and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza; Glabadanidis, Paskalis - In: Review of Pacific Basin financial markets and policies 16 (2013) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
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An extensile method on the arbitrage prising theory based on downside risk (D-APT)
Tavakoli Baghdadabad, Mohammad Reza; Glabadanidis, Paskalis - In: International journal of managerial finance : IJMF 10 (2014) 1, pp. 54-72
Persistent link: https://www.econbiz.de/10010250585
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The efficiency evaluation of mutual fund managers based on DARA, CARA, IARA
Tavakoli Baghdadabad, Mohammad Reza; Tanha, Farid Habibi; … - In: Journal of business economics and management 14 (2013) 4, pp. 677-695
Persistent link: https://www.econbiz.de/10010188998
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Using downside risk in evaluating the performance of Malaysian mutual funds
Tavakoli Baghdadabad, Mohammad Reza; Fooladi, Masood - In: International journal of emerging markets 10 (2015) 3, pp. 427-447
Persistent link: https://www.econbiz.de/10011489274