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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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Bibliographic Details
Main Authors: Vinod, Hrishikesh D., 1939
Group Author: Reagle, Derrick P. Derrick Peter, 1972-2006
Published:
Literature type: eBook
Language: English
Series: Wiley series in probability and statistics
Subjects:
Stocks
Investments
Risk management
BUSINESS & ECONOMICS > Investments & Securities > Stocks
Personal finance > Statistics for finance, business and economics > Investments.
FACsci
ER > Internet > Book > Full text
Electronic books
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.

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