Work

Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap

Year: 2010

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697680903545596

Authors: Jessica James, Louis Yang

Institution: Citigroup

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968521838

FWCI: 2.221

Cites: 16

Cited by: 20

Related to: 10