Managing downside risk in financial markets : (Record no. 3564)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02164cam a2200301Mu 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0750648635 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780750648639 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780080496207 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0080496202 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG 4529 |
| Item number | MAN |
| 245 10 - TITLE STATEMENT | |
| Title | Managing downside risk in financial markets : |
| Remainder of title | theory, practice and implementation / |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication | Oxford : |
| Name of publisher | Butterworth-Heinemann, |
| Year of publication | 2003. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiv, 267 pages : |
| Other physical details | Illustrations ; |
| 490 ## - SERIES STATEMENT | |
| Series statement | Quantitative finance series, |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Cover; Managing Downside Risk in Financial Markets: Theory, Practice and Implementation; Copyright Page; Contents; List of contributors; Preface; Part 1: Applications of Downside Risk; Chapter 1. From alpha to omega; Chapter 2. The Dutch view: developing a strategic benchmark in an ALM framework; Chapter 3. The consultant/financial planner's view: a new paradigm for advising individual accounts; Chapter 4. The mathematician's view: modelling uncertainty with the three parameter lognormal. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 5. A software developer's view: using Post-Modern Portfolio Theory to improve investment performance measurement Chapter 6. An evaluation of value at risk and the information ratio (for investors concerned with downside risk); Chapter 7. A portfolio manager's view of downside risk; Part 2: Underlying Theory; Chapter 8. Investment risk: a uni.ed approach to upside and downside returns; Chapter 9. Lower partial-moment capital asset pricing models: a re-examination; Chapter 10. Preference functions and risk-adjusted performance measures. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 11. Building a mean-downside risk portfolio frontier Chapter 12. FARM: a financial actuarial risk model; Appendix The Forsey-Sortino model tutorial; Index. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Investment analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Investment analysis - statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Risk management - statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Portfolio management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sortino, Frank A. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Satchell, Stephen. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.myilibrary.com?id=101339 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=296749 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Withdrawn status | Lost status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|
| GIMPA Main | GIMPA Main | Reference Section | 2008-09-19 | Purchase | HG 4529 MAN | 54404 | Book |