Calculating hedge fund risk : the draw down and the maximum draw down. / Sancetta, Alessio; Satchell, Steve.
In: Applied Mathematical Finance, Vol. 11, No. 3, 09.2004, p. 259-282.Research output: Contribution to journal › Article › peer-review
Published
| Original language | English |
|---|---|
| Pages (from-to) | 259-282 |
| Number of pages | 24 |
| Journal | Applied Mathematical Finance |
| Volume | 11 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Sep 2004 |
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.
ID: 27712783