«DOWNSIDE RISK»に関連する英語の本
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1
Managing
Downside Risk in Financial Markets
This is our contribution to the advancement of professionalism in portfolio management. The Forsey-Sortino model is an executable program that: 1. Runs on any PC without the need of any additional software. 2.
Frank A. Sortino, Stephen Satchell, 2001
2
Preparing for the Worst: Incorporating
Downside Risk in ...
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 ...
Hrishikesh (Rick) D. Vinod, Derrick Reagle, 2004
3
Measuring Economic
Downside Risk and Severity: Growth at
Risk
Using growth at risk as a measure of downside growth risk, the authors find that higher perceived levels of downside growth risk seem to be negatively associated with long-term growth.
Yan Wang, Yudong Yao, 2001
4
Computational Finance 1999
^j / Dynamic Programming John Moody and Matthew Saffell We propose to train
trading systems by minimizing measures of downside risk via stochastic dynamic
programming. In [Moody and Wu 1997], we presented empirical results in ...
Yaser S. Abu-Mostafa, 2000
5
The Strategic Management of Large Engineering Projects: ...
The same holds true for demand and supply risk; regulatory, institutional, and
political risk; and macroeconomic risk; although these are probably more in the
nature of downside risk as their control is necessary not so much to increase the
...
Roger Miller, Donald R. Lessard
6
Inventory Models with
Downside Risk Measures
Key words. Downside Risk Measure; CVaR; Risk; Loss-Averse; Dynamic Programming.
7
Strategic
Risk Taking: A Framework for
Risk Management
Asymmetric. Distributions. Intuitively, it should be downside risk that concerns us
and not upside risk. In other words, it is not investments going up significantly that
create heartburn and unease ...
8
Handbook of Hedge Funds
Even though we assume a normally distributed stock return distribution, the
protected stock distribution is not normal any more, but is positively skewed. Its
downside risk is limited, while its upside potential is still virtually unlimited. The
problem ...
François-Serge Lhabitant, 2011
9
Portfolio Optimization in a
Downside Risk Framework
The present study examines how downside risk measures perform in an investment management context compared to variance or standard deviation.
Lars Huelin, Kheyam Mirza, 2011
He argues that downside risk measures more accurately reflect the non-normality
of capital markets and the tendency of investors to vacillate between risk aversion
and risk-seeking behavior. He then presents a number of candidates for ...
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Downside Risk Material At Mondelez (MDLZ)
We feel there is significantly more downside risk than upside potential associated with shares at this time. The margin of safety around our fair ... «Seeking Alpha, 7月 15»
USD/JPY sees downside risks towards 119.20 – Scotiabank
... shifted the focus to further downside risk. We look to the 100 day MA near 121.00 and consider the potential for a decline down to 119.20.” «FXStreet, 7月 15»
Rand appears unfazed by Fed minutes
... since the Fed's mid-June meeting, but a number of developments have added downside risk to both the economic and inflation outlook. «BDlive, 7月 15»
Top Picks from Paul Harris: DH Corp, Element Financial and …
With oil at these levels the Canadian dollar still faces downside risk relative to the strong U.S. dollar. Top Picks: DH Corp. (DH.TO). DH Corp. «bnn.ca, 7月 15»
China next worrisome focus beside Greece? - Rabobank
Further sharp declines in the equity market has the potential to increase downside risk to Chinese growth potential," adding, "This undoubtedly ... «FXStreet, 7月 15»
Continental Materials Corporation: Little Downside Risk, As The …
Must Read | Jul. 6, 2015 1:45 PM ET | About: Continental Materials Corp (CUO) by: The Prudent Analyst Subscribers to SA PRO had an early look at this article. «Seeking Alpha, 7月 15»
Industry Trend Analysis - Low 3G/4G Costs A Downside Risk For …
BMI View : High total costs of ownership of advanced mobile broadband services pose downside risks to Seatel's plans to launch 4G services in Cambodia. «Telecoms Insight, 7月 15»
Invest in Precious Metals With Zero Downside Risk...
Invest in Precious Metals With Zero Downside Risk. ... told you there's an easy way to invest in gold, silver, and copper with zero downside risk? «DailyWealth, 7月 15»
Plenty Of Opportunity In Film Investing But Here Is How You Can …
So how can you invest in entertainment while limiting the downside risk? Surprisingly, even with the diversification efforts of large cap ... «Seeking Alpha, 7月 15»
Citi FX Predicts OZ Businesses Susceptible to Downside Risk in …
With Australian data lacking until the end of the week, movement in the Australian Dollar may be limited. However, developments in Greece ... «Exchange Rates UK, 7月 15»
