Preparing for the worst incorporating downside risk in stock market investments /
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 existi...
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Main Authors: | |
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Published: |
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Literature type: | eBook |
Language: | English |
Series: |
Wiley series in probability and statistics |
Subjects: | |
Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/0471686522 |
Summary: |
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. |
Carrier Form: | 1 online resource (xix, 286 pages) : illustrations. |
Bibliography: | Includes bibliographical references and indexes. |
ISBN: |
0471686514 9780471686514 0471234427 9780471234425 0471686522 9780471686521 1280252197 9781280252198 |
Index Number: | HG4661 |
CLC: | F830.9 |
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. |