2

Maximum Drawdown

Leal, Ricardo Pereira Câmara, Mendes, Beatriz Vaz de Melo
Journal:
The Journal of Alternative Investments
Year:
2005
Language:
english
File:
PDF, 939 KB
english, 2005
4

Measuring financial risks with copulas

Beatriz Vaz de Melo Mendes, Rafael Martins de Souza
Journal:
International Review of Financial Analysis
Year:
2004
Language:
english
File:
PDF, 427 KB
english, 2004
7

Copula based models for serial dependence

Vaz de Melo Mendes, Beatriz, Aíube, Cecília
Journal:
International Journal of Managerial Finance
Year:
2011
Language:
english
File:
PDF, 216 KB
english, 2011
10

A Bayesian analysis of clusters of extreme losses

Beatriz Vaz de Melo Mendes
Journal:
Applied Stochastic Models in Business and Industry
Year:
2006
Language:
english
File:
PDF, 205 KB
english, 2006
11

Data driven estimates for mixtures

Beatriz Vaz de Melo Mendes, Hedibert Freitas Lopes
Journal:
Computational Statistics & Data Analysis
Year:
2004
Language:
english
File:
PDF, 320 KB
english, 2004
23

Implementing and testing the Maximum Drawdown at Risk

Mendes, Beatriz Vaz de Melo, Lavrado, Rafael Coelho
Journal:
Finance Research Letters
Year:
2017
Language:
english
File:
PDF, 772 KB
english, 2017