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Reagle, Derrick

Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments

Reagle, Derrick - Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments, ebook

121,90€

Ebook, PDF with Adobe DRM
ISBN: 9780471686514
DRM Restrictions

Printing86 pages with an additional page accrued every 9 hours, capped at 86 pages
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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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2004
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Page amount
286 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780471686514
Printed ISBN
9780471234425

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