Preparing for the worst : incorporating downside risk in stock market investments /

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 existi...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Vinod, Hrishikesh D., 1939-
Otros Autores: Reagle, Derrick P. (Derrick Peter), 1972-2006
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Hoboken, N.J.] : Wiley-Interscience, ©2005.
Temas:
Stocks.
Investments.
Risk management.
Actions (Titres de société)
Investissements.
Gestion du risque.
portfolios (financial records)
risk management.
BUSINESS & ECONOMICS > Investments & Securities > Stocks.
Investments
Risk management
Stocks
Personal finance > Statistics for finance, business and economics > Investments.
FACsci
ER > Internet > Book > Full text
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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