Theory
We're going to look at a few measures of downside risk. We've already seen how to compute drawdowns, but we're going to look at 3 popular measures, and we are going to develop code to compute these and add them to our toolbox.
Curriculum
We're going to look at a few measures of downside risk. We've already seen how to compute drawdowns, but we're going to look at 3 popular measures, and we are going to develop code to compute these and add them to our toolbox.