Carte Preparing for the Worst - Incorporating Downside Risk in Stock Market Investments Hrishikesh (Rick) D. Vinod

Preparing for the Worst - Incorporating Downside Risk in Stock Market Investments

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern în cantități mici
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858.33 lei
Stock market investors have very different reactions to downside versus upside risk. This book begin...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2004
Pagini
320
EAN
9780471234425
ISBN
0471234427
Enbook ID
04888823
Greutate
562
Dimensiuni
157 x 238 x 20

Descriere completă

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. They present the theory of downside risk and utility theory to account for the asymmetry, showing how the previous model can be adjusted for downside risk.

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