Preparing for the worst:incorporating downside risk in stock market investments
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Main Authors: | |
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Group Author: | ; |
Published: |
Wiley-Interscience,
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Publisher Address: | [Hoboken, N.J.] |
Publication Dates: | c2005. |
Literature type: | Book |
Language: | English |
Series: |
Wiley series in probability and statistics. |
Subjects: | |
Carrier Form: | xix, 286 p.: ill. ; 25 cm. |
ISBN: | 0471234427 (cloth : alk. paper) |
Index Number: | F830 |
CLC: | F830.9 |
Call Number: | F830.9/V788 |
Contents: |
Includes bibliographical references and indexes. Quantitative Measures of the Stock Market -- A Short Review of the Theory of Risk Maesurement -- 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? |