Pages that link to "Item:Q103808"
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The following pages link to Sharper asset ranking from total drawdown durations (Q103808):
Displaying 9 items.
- sharpeRratio (Q103809) (← links)
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- Portfolio Benchmarking Under Drawdown Constraint and Stochastic Sharpe Ratio (Q4579825) (← links)
- (Q4610205) (redirect page) (← links)
- Time since maximum of Brownian motion and asymmetric Lévy processes (Q4686779) (← links)
- Record statistics for random walks and Lévy flights with resetting (Q5049512) (← links)
- Record statistics of a strongly correlated time series: random walks and Lévy flights (Q5364941) (← links)
- Universal record statistics for random walks and Lévy flights with a nonzero staying probability (Q5877259) (← links)
- Portfolio models for optimizing drawdown duration (Q6633870) (← links)