Talk:Drawdown (economics)
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Should unrealized losses be redirected to this? --Liface 23:03, 16 November 2006 (UTC)
Value at Risk section
[edit]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
- ^ 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
[edit]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)
Please move the psuedocode
[edit]The psuedocode needs to be moved to the article body.
Fragrant (talk) 13:19, 15 April 2015 (UTC)User:Fragrant
New definitions added
[edit]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)