Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Notice: Unexpected clearActionName after getActionName already called in /var/www/html/w/includes/Context/RequestContext.php on line 321
Sharper asset ranking from total drawdown durations - MaRDI portal

Deprecated: Use of MediaWiki\Skin\SkinTemplate::injectLegacyMenusIntoPersonalTools was deprecated in Please make sure Skin option menus contains `user-menu` (and possibly `notifications`, `user-interface-preferences`, `user-page`) 1.46. [Called from MediaWiki\Skin\SkinTemplate::getPortletsTemplateData in /var/www/html/w/includes/Skin/SkinTemplate.php at line 691] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of QuickTemplate::(get/html/text/haveData) with parameter `personal_urls` was deprecated in MediaWiki Use content_navigation instead. [Called from MediaWiki\Skin\QuickTemplate::get in /var/www/html/w/includes/Skin/QuickTemplate.php at line 131] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Sharper asset ranking from total drawdown durations (Q103808)

From MaRDI portal
(Redirected from Item:Q4610205)





scientific article; zbMATH DE number 6856759
Language Label Description Also known as
English
Sharper asset ranking from total drawdown durations
scientific article; zbMATH DE number 6856759

    Statements

    publication date
    6 May 2015
    0 references
    6 April 2018
    0 references
    arXiv classification
    q-fin.ST
    0 references
    physics.soc-ph
    0 references
    stat.ME
    0 references
    author
    Damien Challet
    0 references
    Damien Challet
    0 references
    title
    Sharper asset ranking from total drawdown durations (English)
    0 references
    zbMATH Keywords
    asset ranking
    0 references
    Sharpe ratio
    0 references
    drawdowns
    0 references
    unbiased estimator
    0 references
    heavy tails
    0 references

    Identifiers

    arXiv ID
    1505.01333
    0 references
    Mathematics Subject Classification ID
    62P05
    0 references
    62E15
    0 references
    62G32
    0 references
    zbMATH DE Number
    6856759
    0 references
    OpenAlex ID
    W2527480683
    0 references
     
    Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q103808&oldid=41729671"
    Powered by MediaWiki