Talk:Drawdown (economics)
Latest comment: 6 years ago by Noisy in topic New definitions added
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Should unrealized losses be redirected to this? --Liface 23:03, 16 November 2006 (UTC)
Value at Risk section
editI removed this section from article:
López de Prado and Peijan (2008)[1] have shown that Value at Risk substantially underestimates an investment's loss potential when its returns are incorrectly assumed to iid follow a Normal Distribution.
Is this at all relevant?
References
- ^ López de Prado and Peijan (2008): "Measuring the Loss Potential of Hedge Fund Strategies", Journal of Alternative Investments (7)1, 7-31. http://ssrn.com/abstract=641702
Please define variables
editPlease define variables: X(t), D(T), X(tau) just to make it as clear as possible... 71.139.170.36 (talk) 23:59, 26 March 2014 (UTC)
Please move the psuedocode
editThe psuedocode needs to be moved to the article body.
New definitions added
editThis is not my field, but the general term applicable to trading does not cover the other uses within economics. Noisy | Talk 15:50, 6 June 2018 (UTC)