000			02164cam a2200301Mu 4500
020			_a0750648635
020			_a9780750648639
020			_a9780080496207
020			_a0080496202
050		4	_aHG 4529 _bMAN
245	1	0	_aManaging downside risk in financial markets : _btheory, practice and implementation /
260			_aOxford : _bButterworth-Heinemann, _c2003.
300			_axiv, 267 pages : _bIllustrations ;
490			_aQuantitative finance series,
500			_aIncludes index.
505	0		_aCover; 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		_aChapter 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		_aChapter 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	_aInvestment analysis.
650		0	_aInvestment analysis - statistical methods.
650		0	_aRisk management - statistical methods.
650		0	_aPortfolio management.
700	1		_aSortino, Frank A.
700	1		_aSatchell, Stephen.
856	4	0	_uhttp://www.myilibrary.com?id=101339
856	4	0	_uhttps://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=296749
942			_2lcc _cBK
999			_c3564 _d3564