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Managing downside risk in financial markets : theory, practice and implementation /

Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications. Downside-risk, as a quantitative method, is an accurate me...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Sortino, Frank Alphonse, 1932-, Satchell, Stephen, 1949-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford ; Boston : Butterworth-Heinemann, 2001.
Colección:Quantitative finance series.
Temas:
Acceso en línea:Texto completo