UID:
almafu_9959327029202883
Format:
1 online resource (xix, 286 pages) :
,
illustrations
ISBN:
0471686514
,
9780471686514
,
0471234427
,
9780471234425
,
0471686522
,
9780471686521
,
1280252197
,
9781280252198
Series Statement:
Wiley series in probability and statistics.
Content:
Stock market investors have very different reactions to downside versus upside risk. This book begins by explaining the current treatment of stock market risk and methods of lowering that risk. The authors then show that many types of asymmetry of stock returns or investor reactions cause the existing theory to fail.
Note:
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.
Additional Edition:
Print version: Vinod, Hrishikesh D., 1939- Preparing for the worst. [Hoboken, N.J.] : Wiley-Interscience, ©2005 ISBN 0471234427
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0471686522
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0471686522
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0471686522
