Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Probability distribution of drawdowns in risky investments

199921 citationsJournal Articlegreen Open Access

Authors

Sergei Maslov · University of Fribourg

Yi-Cheng Zhang · University of Fribourg

Topics & Keywords

Stochastic processes and financial applications Risk and Portfolio Optimization Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Peace, Justice and strong institutions

Publication Details

Published in: Physica A Statistical Mechanics and its Applications

Volume 262, Issue 1-2, pp. 232-241

DOI: 10.1016/s0378-4371(98)00416-6

Field-Weighted Citation Impact: 4.37

Probability distribution of drawdowns in risky investments | Researchclopedia