Malik Magdon-Ismail

Assistant Professor of Computer Science

Assistant Professor of Computer Science

Troy, NY 12180

United States

http://www.cs.rpi.edu/~magdon

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Maximum Drawdown

Risk Magazine, Vol. 17, No. 10, pp. 99-102, October 2004
Number of pages: 4 Posted: 06 Jan 2006
Malik Magdon-Ismail and Amir F Atiya
Assistant Professor of Computer Science and Cairo University - Department of Computer Engineering
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Abstract:

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maximum drawdown, sterling ratio,calmar ratio, asymptotic,