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Record Nr. |
UNINA9910827982103321 |
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Autore |
Vinod Hrishikesh D. <1939-> |
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Titolo |
Preparing for the worst [[electronic resource] ] : incorporating downside risk in stock market investments / / Hrishikesh D. Vinod, Derrick Reagle |
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Pubbl/distr/stampa |
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[Hoboken, N.J.], : Wiley-Interscience, c2005 |
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ISBN |
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1-280-25219-7 |
9786610252190 |
0-470-24625-1 |
0-471-68651-4 |
0-471-68652-2 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (316 p.) |
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Collana |
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Wiley series in probability and statistics |
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Altri autori (Persone) |
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ReagleDerrick P <1972-2006.> (Derrick Peter) |
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Disciplina |
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Soggetti |
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Stocks |
Investments |
Risk management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and indexes. |
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Nota di contenuto |
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Preparing for the Worst; Contents; List of Figures; List of Tables; Preface; 1. Quantitative Measures of the Stock Market; 2. A Short Review of the Theory of Risk Measurement; 3. Hedging to Avoid Market Risk; 4. Monkey Wrench in the Works: When the Theory Fails; 5. Downside Risk; 6. Portfolio Valuation and Utility Theory; 7. Incorporating Downside Risk; 8. Mathematical Techniques; 9. Computational Issues; 10. What Does It All Mean?; Glossary of Greek Symbols; Glossary of Notations; Glossary of Abbreviations; References; Name Index; Index |
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Sommario/riassunto |
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A timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside risk and explaining how to incorporate it into investment decisions. Highlighting this asymmetry of the stock market, the authors describe how existing theories miss the downside and follow with explanations |
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