Libor Pospisil, Ph.D.

2008 Columbia University, New York, NY 
Mathematics, Statistics, Finance
"Libor Pospisil"


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Jan Vecer grad student 2008 Columbia
 (Risk measures and maximum drawdown.)
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Pospisil L, Zhang J. (2010) Momentum and reversal effects in corporate bond prices and credit cycles Journal of Fixed Income. 20: 101-115
Pospisil L, Vecer J. (2010) Portfolio sensitivity to changes in the maximum and the maximum drawdown Quantitative Finance. 10: 617-627
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