
Title: | Beyond value at risk : the new science of risk management |
Authors: | Kevin Dowd |
Material Type: | book |
Publisher: | Hoboken, N.J. : John Wiley & Sons, 1998 |
Series: | Wiley series in Frontiers in Finance |
ISBN / ISSN / EAN : | 978-0-471-97622-6 |
Size: | 25 cm |
Bibliography note: | Includes bibliographical references and index |
Languages: | English |
Subjects: | Financial futures ; Risk management |
Description: |
Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool -but is also used by regulators for banks and finance houses. "Beyond value at risk" provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule -the "Generalised Sharpe Rule", and its practical applications. It offers financial professionals, academics and students comprehensive coverage of VaR both in theory and practice. |
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