Managing downside risk in financial mark
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Frank A. Sortino, Stephen Satchell
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Library
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2001
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Butterworth-Heinemann
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English
β 1 MB
Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications. Downside-risk, as a quantitative method, is an accurate m