Preparing for the Worst
Incorporating Downside Risk in Stock Market Investments
Hrishikesh D. Vinod, Derrick P. Reagle - Collection Wiley Series in Probability and Statistics
Résumé
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. They present the theory of downside risk and utility theory to account for the asymmetry, showing how the previous model can be adjusted for downside risk.
Sommaire
- Quantitative Measures of the Stock Market
- A Short Review of the Theory of Risk Measurement
- Hedging to Avoid Market Risk
- Monkey Wrench in the Works: When the Theory Fails
- Downside Risk
- Portfolio Valuation and Utility Theory
- Incorporating Downside Risk
- Mathematical Techniques
- Computational Issues
- What Does It All Mean?
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Wiley |
| Auteur(s) | Hrishikesh D. Vinod, Derrick P. Reagle |
| Collection | Wiley Series in Probability and Statistics |
| Parution | 02/12/2004 |
| Nb. de pages | 290 |
| Format | 16 x 24 |
| Couverture | Relié |
| Poids | 560g |
| Intérieur | Noir et Blanc |
| EAN13 | 9780471234425 |
| ISBN13 | 978-0-471-23442-5 |
Avantages Eyrolles.com
Consultez aussi
- Les meilleures ventes en Graphisme & Photo
- Les meilleures ventes en Informatique
- Les meilleures ventes en Construction
- Les meilleures ventes en Entreprise & Droit
- Les meilleures ventes en Sciences
- Les meilleures ventes en Littérature
- Les meilleures ventes en Arts & Loisirs
- Les meilleures ventes en Vie pratique
- Les meilleures ventes en Voyage et Tourisme
- Les meilleures ventes en BD et Jeunesse
