Maximum Drawdown: Models and Applications

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SSRN Electronic Journal 2003

Maximum Drawdown: Models and Applications

Mendes, Beatriz V.M., Leal, Ricardo P.C.
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.477322
File:
PDF, 390 KB
english, 2003
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