Maximum Drawdown: Models and Applications

被引：10

作者：

Camara Leal, Ricardo Pereira ^{[1
]}

de Melo Mendes, Beatriz Vaz ^{[2
]}

机构：

[1] Univ Fed Rio de Janeiro, COPPEAD, Grad Sch Business, Rio De Janeiro, Brazil

[2] Univ Fed Rio de Janeiro, COPPEAD, Grad Sch Business, Stat Dept, Rio De Janeiro, Brazil

来源：

JOURNAL OF ALTERNATIVE INVESTMENTS | 2005年 / 7卷 / 04期

关键词：

D O I：

10.3905/jai.2005.491503

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：83 / 91

页数：9

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