Seminar 217, Risk Management: Towards Forecasting Drawdown Risk

Seminar 217, Risk Management: Towards Forecasting Drawdown Risk

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Jun 28, 2016, 11:00 AM - 01:00 PM | 639 Evans Hall | Happening As Scheduled
Alexandre Pauli, UC Berkeley (Speaker - Featured)
Maximum drawdown, the largest cumulative loss from peak to trough, is one of the most widely used indicators of risk in the fund management industry.

http://events.berkeley.edu/index.php/calendar/sn/stat.html?event_ID=100344