Managing downside risk in financial markets
Subtitle: theory, practice, and implementation
By: edited by Frank A. Sortino, Stephen E. Satchell.
Contributors: Sortino, Frank Alphonse, 1932-; Satchell, S.
Series: Quantitative finance series
Publisher: Butterworth-Heinemann
Published: 2001
Place of publication: Boston
Language: eng
Number of pages: 267
Subjects: Investment analysis; Risk management; Portfolio management
Notes: Includes bibliographical references and index.