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Managing downside risk in financial markets : theory, practice and implementation /

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Bibliographic Details
Other Authors: Sortino, Frank Alphonse, 1932-, Satchell, S. (Stephen)
Format: Book
Language:English
Published: Oxford ; Boston : Butterworth-Heinemann, 2001.
Series:Quantitative finance series.
Subjects:
Investment analysis.
Risk management.
Portfolio management.
Description
Item Description:CD-ROM contains Forsey-Sortino model, source code, and an Excel spreadsheet.
Physical Description:xiv, 267 pages : illustrations ; 25 cm. + 1 computer optical disc (4 3/4 in.)
Bibliography:Includes bibliographical references and index.
ISBN:0750648635