author = { Jondeau, Eric AND Pauli, Alexandre },

title = { Disasters, large drawdowns, and long-term asset management },

publisher = {Swiss Finance Institute},

keywords = { Large drawdowns , Stock-market returns , Markov-switching model , Portfolio allocation model , Graue Literatur },

year = {2021},

booktitle = {Research paper series / Swiss Finance Institute ; no 21, 37},

address = { Geneva },

url = { http://slubdd.de/katalog?TN_libero_mab2 }