DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853)
From MaRDI portal
scientific article; zbMATH DE number 6983644
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DRAWDOWN MEASURES AND RETURN MOMENTS |
scientific article; zbMATH DE number 6983644 |
Statements
DRAWDOWN MEASURES AND RETURN MOMENTS (English)
0 references
23 November 2018
0 references
risk measures
0 references
drawdown
0 references
moments
0 references
regret
0 references
exponential Lévy process
0 references
normal inverse Gaussian process
0 references
autocorrelation
0 references
0 references
0 references
0 references
