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<< Week of June 26 >>

Tuesday, June 28, 2016

Seminar 217, Risk Management: Towards Forecasting Drawdown Risk

Seminar: Risk Management | June 28 | 11 a.m.-1 p.m. | 639 Evans Hall


Alexandre Pauli, UC Berkeley

Center for Risk Management Research


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.