Effective return, risk aversion and drawdowns (Q1588869)
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scientific article; zbMATH DE number 1540983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effective return, risk aversion and drawdowns |
scientific article; zbMATH DE number 1540983 |
Statements
Effective return, risk aversion and drawdowns (English)
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5 December 2000
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risk-dajusted performance measures
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real-time trading models
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investment strategies
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