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010   $a0-471-68651-4
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100   $a20040325d2005      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aPreparing for the worst$b[electronic resource] $eincorporating downside risk in stock market investments /$fHrishikesh D. Vinod, Derrick Reagle
205   $a1st ed.
210   $a[Hoboken, N.J.] $cWiley-Interscience$dc2005
215   $a1 online resource (316 p.)
225 1 $aWiley series in probability and statistics
300   $aDescription based upon print version of record.
311   $a0-471-23442-7 
320   $aIncludes bibliographical references and indexes.
327   $aPreparing 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
330   $aA timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside risk and explaining how to incorporate it into investment decisions. Highlighting this asymmetry of the stock market, the authors describe how existing theories miss the downside and follow with explanations of how it can be included. Various techniques for calculating downside risk are demonstrated. This book presents
410  0$aWiley series in probability and statistics.
606   $aStocks
606   $aInvestments
606   $aRisk management
615  0$aStocks.
615  0$aInvestments.
615  0$aRisk management.
676   $a332.63/22
700   $aVinod$b Hrishikesh D.$f1939-$0460828
701   $aReagle$b Derrick P$g(Derrick Peter),$f1972-2006.$0146909
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910827982103321
996   $aPreparing for the worst$93930514
997   $aUNINA