Managing downside risk in financial markets [electronic resource] : theory, practice and implementation / Frank A. Sortino and Stephen E. Satchell

By: Contributor(s): Material type: TextTextPublication details: Amsterdam : Elsevier, 2001Description: 1 online resourceSubject(s): DDC classification:
  • 332.6 SOR 22
Online resources: Summary: This book demonstrates how downside-risk can produce better results in performance measurement and asset allocation than variance modeling. The book outlines the major issues for Investment Managers and focuses on 'downside-risk' as a key activity in managing risk in investment/portfolio management.
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Item type Current library Call number Status Date due Barcode Item holds
Book Book Calcutta 332.6 SOR (Browse shelf(Opens below)) Available IIMC-E62
Total holds: 0

This book demonstrates how downside-risk can produce better results in performance measurement and asset allocation than variance modeling. The book outlines the major issues for Investment Managers and focuses on 'downside-risk' as a key activity in managing risk in investment/portfolio management.

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