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PerformanceAnalytics
CDD
CDD function
Calculate Uryasev's proposed Conditional Drawdown at Risk (CDD or CDaR) measure
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PerformanceAnalytics package
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Maintainer: Brian G. Peterson
License: GPL-2 | GPL-3
Last published: 2024-12-09
https://github.com/braverock/PerformanceAnalytics