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Drawdown (economics)
Portfolio Optimization with Drawdown Constraints
ESG Considerations for Securitized Fixed Income Notes
Portfolio Optimization with Drawdown Constraints
T013 Asset Allocation Minimizing Short-Term Drawdown Risk And
A Nonlinear Optimisation Model for Constructing Minimal Drawdown Portfolios
Maximum Drawdown Is Generally Greater Than in IID Normal Case
Capital Adequacy Requirements (CAR)
Multi-Period Portfolio Selection with Drawdown Control
What Do One Million Credit Line Observations Tell Us About Exposure at Default? a Study of Credit Line Usage by Spanish Firms
Implementing and Testing the Maximum Drawdown at Risk
Pros and Cons of “Drawdown” As a Statistical Meadure of Risk For
Picking the Right Risk-Adjusted Performance Metric
"Drawdown Minimization" In: Encyclopedia of Quantitative
Liquidity Coverage Ratio: Liquidity Risk Measurement, Standards, and Monitoring, (RIN 3064-AE04) (“Liquidity Coverage Ratio NPR”)
Hedging to Reduce Drawdown Creating an Alternative Investment
Feature Why Hedge Funds Make Sense
Incremental Sharpe and Other Performance Ratios
How Much Liquidity Insurance Can Lines of Credit Provide? the Impact of Bank Reputation and Lending Relationship*
Top View
Numerical Comparison of Cvar and Cdar Approaches: Application to Hedge Funds1
Capital Asset Pricing Model (CAPM)
On the Economics of Hedge Fund Drawdown Status: Performance, Insurance Selling and Darwinian Selection∗
PREDICTING the UTILIZATION RATE and RISK MEASURES of COMMITTED CREDIT FACILITIES Ihor Voloshyn1 National Bank of Ukraine Email: Ihor
[email protected]
Drawdown Management Strategies – Preparing for the Next Market Downturn Multi Asset Boutique – Alternatives & Multi Manager Solutions
Underwriting~ Investment and Leverage
199-29: Risk Management : Using SAS to Model Portfolio Drawdown
Revisions to the Standardised Approach for Credit Risk
Reinforcement Learning for Portfolio Management
The Derivatives Trader's Dilemma: How to a Void Ruin As a Result of Stochastic Risk
How Sharp Is the Sharpe-Ratio? - Risk-Adjusted Performance Measures Carl Bacon, Chairman, Statpro
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies During the COVID-19 Crisis
University of California Berkeley the TEMPORAL DIMENSION of DRAWDOWN
Maximum Drawdown Measures in Hedge Fund Efficiency Appraisal
The Loan Equivalency Factor for Revolving Lines of Credit In
What Multi-Asset Liquid Alternatives Can Deliver
Drawdown Measures: Are They All the Same?
DRAWDOWN: from PRACTICE to THEORY and BACK AGAIN Forthcoming in MATHEMATICS and FINANCIAL ECONOMICS
REGULATORY CAPITAL General Instructions for SC-R The
AS-Dash for Cash V 17 July 2020
Minimum Capital Requirements
Custom Calculation Data Points
Are Value at Risk and Maximum Drawdown Different from Volatility in Stock Market? Soo-Hyun Kim, Soongsil University, South Korea
Schedule Rc-R – Regulatory Capital
How Accurate Are the Maximum Drawdown at Risk Models in Open Access Pakistani Commercial Banks?
Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes
Asf-Meeting-20130212.Pdf
Portfolio Optimization and Genetic Algorithms
Warehouse Line of Credit (WHL)
The Credit Line Channel
Collateralized Mortgage Line of Credit (CML) Legal Opinion from Local Counsel
New Approach for Measurement of Systemic Risk Contributions