An empirical analysis of funds' alternative measures in the drawdown risk measure (DRM) framework

Mohammad Tavakoli Baghdadabad, Fauzias Mat Nor, Izani Ibrahim

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'An empirical analysis of funds' alternative measures in the drawdown risk measure (DRM) framework'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance