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
Original language | English |
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Pages (from-to) | 259-282 |
Number of pages | 24 |
Journal | Applied Mathematical Finance |
Volume | 11 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sep 2004 |
ID: 27712783