Książka 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

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy w małych ilościach
Wysyłamy za 11-15 dni
695.70
Stock market investors have very different reactions to downside versus upside risk. This book begin...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2004
strony
320
EAN
9780471234425
ISBN
0471234427
Enbook ID
04888823
Waga
562
Wymiary
157 x 238 x 20

Pełny opis

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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