1. On the Maximum Drawdown of a Brownian Motion;Atiya;Journal of Applied Probability,2004
2. Belentepe , C. Expected Drawdowns 2003
3. Casati , A. The Statistics of the Maximum Drawdown in Financial Time Series 2010
4. Cukurova , S. J. Marin On the Economics of Hedge Fund Drawdown Status: Performance, Insurance Selling and Darwinian Selection 2011
5. Greyserman , A. The Characteristics of Drawdown 2012