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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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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Sortino, Frank Alphonse, 1932-, Satchell, Stephen, 1949-
Format: Electronic eBook
Language:Inglés
Published: Oxford ; Boston : Butterworth-Heinemann, 2001.
Series:Quantitative finance series.
Subjects:
Online Access:Texto completo