03088nam 22006614a 450 991082798210332120200520144314.01-280-25219-797866102521900-470-24625-10-471-68651-40-471-68652-2(CKB)1000000000018964(EBL)219048(OCoLC)475925682(SSID)ssj0000226533(PQKBManifestationID)11173110(PQKBTitleCode)TC0000226533(PQKBWorkID)10263392(PQKB)10061117(MiAaPQ)EBC219048(Au-PeEL)EBL219048(CaPaEBR)ebr10114093(CaONFJC)MIL25219(EXLCZ)99100000000001896420040325d2005 uy 0engur|n|---|||||txtccrPreparing for the worst incorporating downside risk in stock market investments /Hrishikesh D. Vinod, Derrick Reagle1st ed.[Hoboken, N.J.] Wiley-Intersciencec20051 online resource (316 p.)Wiley series in probability and statisticsDescription based upon print version of record.0-471-23442-7 Includes bibliographical references and indexes.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; IndexA 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 of how it can be included. Various techniques for calculating downside risk are demonstrated. This book presentsWiley series in probability and statistics.StocksInvestmentsRisk managementStocks.Investments.Risk management.332.63/22Vinod Hrishikesh D.1939-460828Reagle Derrick P(Derrick Peter),1972-2006.146909MiAaPQMiAaPQMiAaPQBOOK9910827982103321Preparing for the worst3930514UNINA