Preparing for the worst incorporating downside risk in stock market investments
When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside risk and explaining how to incorporate it into investment decisions. Highlighting this asymmetry of the sto...
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| Format: | eBook |
| Language: | English |
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Wiley-Blackwell
2004
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| Series: | Wiley series in probability and statistics
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| Collection: | Wiley Online Books - Collection details see MPG.ReNa |
| Summary: | When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside risk and explaining how to incorporate it into investment decisions. Highlighting this asymmetry of the stock market, the authors describe how existing theories miss the downside and follow with explanations of how it can be included. Various techniques for calculating downside risk are demonstrated. |
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| Physical Description: | 287 S. |
| ISBN: | 9780471234425 |