within Ola Mahmoud
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, but one of the least developed in the context of measures o...
Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are e...
Chapter and Conference Paper
Fiore and Hur  recently introduced a conservative extension of universal algebra and equational logic from first to second order. Second-order universal algebra and second-order equational logic respective...