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Talk:Drawdown (economics)

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Should unrealized losses be redirected to this? --Liface 23:03, 16 November 2006 (UTC)[reply]

Value at Risk section

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I 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

  1. ^ 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

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Please 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)[reply]

Please move the psuedocode

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The psuedocode needs to be moved to the article body.

Fragrant (talk) 13:19, 15 April 2015 (UTC)User:Fragrant[reply]

New definitions added

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This 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)[reply]