Preparing for the Worst Incorporating Downside Risk in Stock Market Investments
Aus der Reihe
Wiley Series in Probability and Statistics
142,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
28.10.2004
Verlag
Wiley-IEEE PressSeitenzahl
320 (Printausgabe)
Dateigröße
1433 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780471686514
A timely approach to downside risk and its role 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 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.
This book presents the latest ideas in the field from the ground
up, making the discussion accessible to mathematicians and
statisticians interested in applications in finance, as well as to
finance professionals who may not have a mathematical background.
An invaluable resource for anyone wishing to explore the critical
issues of finance, portfolio management, and securities pricing,
this book:
* Incorporates Value at Risk into the theoretical discussion
* Uses many examples to illustrate downside risk in U.S.,
international, and emerging market investments
* Addresses downside risk arising from fraud and corruption
* Includes step-by-step instructions on how to implement the
methods introduced in this book
* Offers advice on how to avoid pitfalls in calculations and
computer programming
* Provides software use information and tips
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 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.
This book presents the latest ideas in the field from the ground
up, making the discussion accessible to mathematicians and
statisticians interested in applications in finance, as well as to
finance professionals who may not have a mathematical background.
An invaluable resource for anyone wishing to explore the critical
issues of finance, portfolio management, and securities pricing,
this book:
* Incorporates Value at Risk into the theoretical discussion
* Uses many examples to illustrate downside risk in U.S.,
international, and emerging market investments
* Addresses downside risk arising from fraud and corruption
* Includes step-by-step instructions on how to implement the
methods introduced in this book
* Offers advice on how to avoid pitfalls in calculations and
computer programming
* Provides software use information and tips
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