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

Format:

Book

Author/Creator:

Vinod, Hrishikesh D., 1939-

Contributor:

Reagle, Derrick P. (Derrick Peter), 1972-2006.

Series:

Wiley series in probability and statistics.

Wiley series in probability and statistics

Language:

English

Subjects (All):

Stocks.

Investments.

Risk management.

Physical Description:

1 online resource (316 p.)

Edition:

1st ed.

Place of Publication:

[Hoboken, N.J.] : Wiley-Interscience, c2005.

Language Note:

English

Summary:

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

Contents:

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

Notes:

Description based upon print version of record.

Includes bibliographical references and indexes.

ISBN:

9786610252190

9781280252198

1280252197

9780470246252

0470246251

9780471686514

0471686514

9780471686521

0471686522

OCLC:

475925682