Expected drawdown management: An ex-ante, long-term approach to portfolio construction

A review on drawdown risk measures and their implications for risk management

H Geboers, B Depaire, J Annaert - Journal of Economic …, 2023 - Wiley Online Library
As highlighted by the recent market turmoil following COVID‐19, markets can experience
significant retracements or drawdowns. While these recent market moves have definitely …
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Portföy seçiminde expected maximum drawdown yaklaşımı: BIST100–S&P500 uygulaması

U Uyar, H Küçükşahin - 2017 - ceeol.com
In the study, the maximum drawdown criterion frequently used by investment specialists and
fund managers in the practice of risk factor measurement was carried out. Within the scope …
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