The Maximum Drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio Revisited

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Date: 2004-08-07 13:11:13 Finance Asset allocation Diversification Modern portfolio theory Portfolio Drawdown Hyperbolic absolute risk aversion Risk parity Post-modern portfolio theory Financial economics Investment Economics		The Maximum Drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio Revisited Add to Reading List Source URL: www.intelligenthedgefundinvesting.com Download Document from Source Website File Size: 101,02 KB Share Document on Facebook

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