Calculating hedge fund risk: the draw down and the maximum draw down

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	259-282
Number of pages	24
Journal	Applied Mathematical Finance
Volume	11
Issue number	3
DOIs	https://doi.org/10.1080/1350486042000220553
Publication status	Published - Sept 2004

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@article{540ac85b36aa4defb56afb1016c4c6dc,

title = "Calculating hedge fund risk: the draw down and the maximum draw down",

author = "Alessio Sancetta and Steve Satchell",

year = "2004",

month = sep,

doi = "10.1080/1350486042000220553",

language = "English",

volume = "11",

pages = "259--282",

journal = "Applied Mathematical Finance",

number = "3",

}