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Optimized drawdown risk in evaluating the performance of Malaysian mutual funds

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A replacement method in evaluating the performance of international mutual funds

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Average drawdown risk reduction and risk tolerances

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Maximum drawdown and risk tolerances

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The effects of drawdown risk reduction on the US hedge funds

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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

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

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Average drawdown risk and capital asset pricing

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An extensile method on the arbitrage prising theory based on downside risk (D-APT)

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The efficiency evaluation of mutual fund managers based on DARA, CARA, IARA

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