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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

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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

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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

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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

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Optimized drawdown risk in evaluating the performance of Malaysian mutual funds

Tavakoli Baghdadabad, Mohammad Reza; Matnor, Fauzias; … - In: Journal of Islamic accounting and business research : JIABR 3 (2012) 2, pp. 138-162

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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

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Optimized drawdown risk in evaluating the performance of Malaysian mutual funds

Reza Tavakoli Baghdadabad, Mohammad; Matnor, Fauzias; … - In: Journal of Islamic Accounting and Business Research 3 (2012) 2, pp. 138-162

Purpose – This paper aims to evaluate the risk‐adjusted performance of Malaysian mutual funds using optimized drawdown risk measures (ODRMs) based on modern portfolio theory, and to represent the results in a manner which is easily understood by average investors and portfolio managers....

Persistent link: https://www.econbiz.de/10014874405