结果：找到“Drawdown”相关内容15个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Expected Drawdown Management
1 个回复 - 574 次查看 【作者(必填)】Chi Keong Lee 【文题(必填)】Expected Drawdown Management: An Ex-Ante, Long-Term Approach to Portfolio Construction 【年份(必填)】The Journal of Wealth Management Spring 2016, 18 (4 ...2019-8-9 01:06 - wangzt - 求助成功区
1 个回复 - 574 次查看 【作者(必填)】Chi Keong Lee 【文题(必填)】Expected Drawdown Management: An Ex-Ante, Long-Term Approach to Portfolio Construction 【年份(必填)】The Journal of Wealth Management Spring 2016, 18 (4 ...2019-8-9 01:06 - wangzt - 求助成功区
OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
2 个回复 - 2025 次查看 【作者(必填)】Sanford J. Grossman, Zhongquan Zhou 【文题(必填)】OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://onlinelibrary.w ...2013-5-2 16:05 - aloisi1041 - 求助成功区
2 个回复 - 2025 次查看 【作者(必填)】Sanford J. Grossman, Zhongquan Zhou 【文题(必填)】OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://onlinelibrary.w ...2013-5-2 16:05 - aloisi1041 - 求助成功区
Portfolio Management with Drawdown-Based Measures
7 个回复 - 743 次查看 【作者(必填)】Marat Molyboga and Christophe L’Ahelec 【文题(必填)】Portfolio Management with Drawdown-Based Measures 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选填)】h ...2016-12-22 18:05 - lopemann - 求助成功区
7 个回复 - 743 次查看 【作者(必填)】Marat Molyboga and Christophe L’Ahelec 【文题(必填)】Portfolio Management with Drawdown-Based Measures 【年份(必填)】Vol. 19, No. 3, Winter 2017 【全文链接或数据库名称(选填)】h ...2016-12-22 18:05 - lopemann - 求助成功区
Characterization of efficient frontier for mean-variance model with a drawdown c
1 个回复 - 612 次查看 【作者(必填)】 马庆华 【文题】 Characterization of efficient frontier for mean-variance model with a drawdown constraint 【年份(必填)】 Appl. Math. Comput 2013 【全文链接或数据库名称(选填) ...2017-5-6 12:07 - 小乐v - 求助成功区
1 个回复 - 612 次查看 【作者(必填)】 马庆华 【文题】 Characterization of efficient frontier for mean-variance model with a drawdown constraint 【年份(必填)】 Appl. Math. Comput 2013 【全文链接或数据库名称(选填) ...2017-5-6 12:07 - 小乐v - 求助成功区
求 Portfolio Management with Drawdown-Based Measures
1 个回复 - 836 次查看 【作者(必填)】Marat Molyboga and Christophe L’Ahelec 【文题(必填)】Portfolio Management with Drawdown-Based Measures 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://www.iijournals.com/ ...2017-3-17 22:13 - weilinhy - 求助成功区
1 个回复 - 836 次查看 【作者(必填)】Marat Molyboga and Christophe L’Ahelec 【文题(必填)】Portfolio Management with Drawdown-Based Measures 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://www.iijournals.com/ ...2017-3-17 22:13 - weilinhy - 求助成功区
Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintai
2 个回复 - 773 次查看 【作者(必填)】 D Barro 【文题(必填)】Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance 【年份(必填)】2014 【全文链接或数据库名称(选填)】h ...2017-2-20 15:21 - 迷途mitu - 文献求助专区
2 个回复 - 773 次查看 【作者(必填)】 D Barro 【文题(必填)】Volatility vs. Downside Risk: Optimally Protecting Against Drawdowns and Maintaining Portfolio Performance 【年份(必填)】2014 【全文链接或数据库名称(选填)】h ...2017-2-20 15:21 - 迷途mitu - 文献求助专区
Optimal lifetime consumption and investment under a drawdown constraint
0 个回复 - 1497 次查看 Optimal lifetime consumption and investment under a drawdown constraint2010-1-7 23:46 - zengyan1984 - 论文版
0 个回复 - 1497 次查看 Optimal lifetime consumption and investment under a drawdown constraint2010-1-7 23:46 - zengyan1984 - 论文版
哪位大佬有Stochastic Drawdowns 这本书，500个币
2 个回复 - 809 次查看 Modern Trends in Financial Engineering: Volume 2Stochastic Drawdownshttps://doi.org/10.1142/10078 | June 2018Pages: 256By (author): Hongzhong Zhang (Columbia University, USA)2023-11-1 13:43 - shiningwang1980 - 悬赏大厅
2 个回复 - 809 次查看 Modern Trends in Financial Engineering: Volume 2Stochastic Drawdownshttps://doi.org/10.1142/10078 | June 2018Pages: 256By (author): Hongzhong Zhang (Columbia University, USA)2023-11-1 13:43 - shiningwang1980 - 悬赏大厅
有人用过R的maxdrawdown（）函数吗？
1 个回复 - 4532 次查看 昨天用maxdrawdown写了个函数算股票的最大回撤率，传说这个函数可以轻松解决回撤计算问题！我的问题是，这个函数给出来的结果是百分数结果还是小数结果？怎么感觉结果怪怪的！ 比如我测淇滨集团的股价回撤率，结果是 ...2015-11-7 12:46 - 王二二小 - 爱问频道
1 个回复 - 4532 次查看 昨天用maxdrawdown写了个函数算股票的最大回撤率，传说这个函数可以轻松解决回撤计算问题！我的问题是，这个函数给出来的结果是百分数结果还是小数结果？怎么感觉结果怪怪的！ 比如我测淇滨集团的股价回撤率，结果是 ...2015-11-7 12:46 - 王二二小 - 爱问频道
Characterization of efficient frontier for mean–variance model with a drawdown
2 个回复 - 692 次查看 【作者(必填)】Yao Haixiang 【文题(必填)】Characterization of efficient frontier for mean–variance model with a drawdown constraint[J] 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://ww ...2017-5-6 12:34 - wead456789 - 求助成功区
2 个回复 - 692 次查看 【作者(必填)】Yao Haixiang 【文题(必填)】Characterization of efficient frontier for mean–variance model with a drawdown constraint[J] 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://ww ...2017-5-6 12:34 - wead456789 - 求助成功区
maximum drawdown
3 个回复 - 7561 次查看 我有期货的return的序列，然后现在要求它的maximum drawdown ,要怎么做啊？ 急，急，急。 谢谢啦2011-1-21 11:24 - joanxue1212 - MATLAB等数学软件专版
3 个回复 - 7561 次查看 我有期货的return的序列，然后现在要求它的maximum drawdown ,要怎么做啊？ 急，急，急。 谢谢啦2011-1-21 11:24 - joanxue1212 - MATLAB等数学软件专版
【急】求OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS译文
0 个回复 - 1122 次查看 想问有那个朋友有“OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS” SANFORD J. GROSSMAN ...2013-3-26 20:04 - 筱念辰 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1122 次查看 想问有那个朋友有“OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS” SANFORD J. GROSSMAN ...2013-3-26 20:04 - 筱念辰 - 金融工程（数量金融）与金融衍生品
[学术] 求教 how to translate "drawdown" and "outperform"
0 个回复 - 1259 次查看 "drawdown" means the return from peak to bottom within certain time period. "outperform" is a kind of stock analyst rating. 中文怎么翻？ 谢谢!2012-3-23 22:42 - chitchatla - 爱问频道
0 个回复 - 1259 次查看 "drawdown" means the return from peak to bottom within certain time period. "outperform" is a kind of stock analyst rating. 中文怎么翻？ 谢谢!2012-3-23 22:42 - chitchatla - 爱问频道
Sornette 的stock market price drawdown图
2 个回复 - 2532 次查看 请问谁编过Sornette 的stock market price drawdown图， 小女的code有问题，请问哪位大侠能帮忙看看阿？2010-2-19 20:13 - timestopper - MATLAB等数学软件专版
2 个回复 - 2532 次查看 请问谁编过Sornette 的stock market price drawdown图， 小女的code有问题，请问哪位大侠能帮忙看看阿？2010-2-19 20:13 - timestopper - MATLAB等数学软件专版
