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Preparing for the worst : incorporating downside risk in stock market investments /

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Bibliographic Details
Main Author: Vinod, Hrishikesh D., 1939-
Other Authors: Reagle, Derrick P. (Derrick Peter), 1972-2006
Format: Book
Language:English
Published: [Hoboken, N.J.] : Wiley-Interscience, [2005]
Series:Wiley series in probability and statistics.
Subjects:
Stocks.
Investments.
Risk management.
Online Access:Table of contents
Publisher description
Contributor biographical information
Table of Contents:
  • 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?