Home » Preparing for the Worst
Product Image

Preparing for the Worst

Hrishikesh (Rick) D. Vinod | Derrick Reagle
€164.86
Quantity:
In stock with our UK publisher. 14-28 days
Delivery/Collection within 10-20 working days
14 days return policy Shipping & Delivery
A01=Derrick Reagle
A01=Hrishikesh (Rick) D. Vinod
approach
asymmetry
Author_Derrick Reagle
Author_Hrishikesh (Rick) D. Vinod
book
books
Category=KFFM
demonstrated
entirely
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
explanations
field
finance
ground
investments
latest ideas
market
novel
risk
role
stock
techniques
timely
topic
treat
various
worst

Product details

  • ISBN 9780471234425
  • Weight: 561g
  • Dimensions: 162 x 242mm
  • Publication Date: 09 Nov 2004
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
  • Product Form: Hardback
Secure checkout Fast Shipping Easy returns
Description
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
About Derrick Reagle | Hrishikesh (Rick) D. Vinod
HRISHIKESH D. VINOD, PhD, is Director of the Institute for Ethics and Economic Policy and Professor of Economics at Fordham University in New York. He is also a Fellow of the International Institute of Public Ethics and of the Journal of Econometrics.

DERRICK P. REAGLE, PhD, is Associate Chair for Graduate Studies in the Department of Economics at Fordham University.

More from this author