Preparing for the worst: incorporating downside risk in stock market investments
Auteur :
Vinod, Hrishikesh (Rick) D. / Reagle, Derrick
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471234425
Date de publication :
9 nov. 2004
Dimensions :
24,2 x 16,2 x 2,0 cm
Poids :
561 g
Langue :
Anglais
Pays d'origine :
USA
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 go on to show that many types of asymmetry of stock returns or investor reactions cause the existing theory to fail.