Vai al contenuto principale della pagina

Preparing for the worst [[electronic resource] ] : incorporating downside risk in stock market investments / / Hrishikesh D. Vinod, Derrick Reagle



(Visualizza in formato marc)    (Visualizza in BIBFRAME)

Autore: Vinod Hrishikesh D. <1939-> Visualizza persona
Titolo: Preparing for the worst [[electronic resource] ] : incorporating downside risk in stock market investments / / Hrishikesh D. Vinod, Derrick Reagle Visualizza cluster
Pubblicazione: [Hoboken, N.J.], : Wiley-Interscience, c2005
Descrizione fisica: 1 online resource (316 p.)
Disciplina: 332.63/22
Soggetto topico: Stocks
Investments
Risk management
Altri autori: ReagleDerrick P <1972-2006.> (Derrick Peter)  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and indexes.
Nota di contenuto: 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
Sommario/riassunto: 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 of how it can be included. Various techniques for calculating downside risk are demonstrated. This book presents
Titolo autorizzato: Preparing for the worst  Visualizza cluster
ISBN: 1-280-25219-7
9786610252190
0-470-24625-1
0-471-68651-4
0-471-68652-2
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910146081403321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: Wiley series in probability and statistics.