书目详细信息
： Scenarios for risk management and global investment strategies /
书目信息 机读格式(MARC)
| ISBN： | 9780470319246 (cloth) |
|---|---|
| ISBN： | 0470319240 (cloth) |
| 编目源： | DLC DLC BAKER YDXCP C#P DLC |
| 个人名称： | Ziemba, Rachel. |
| 题名： | Scenarios for risk management and global investment strategies / Rachel E.S. Ziemba and William T. Ziemba. |
| 索书号： | F830.5/Z65E |
| 出版发行项： | Chichester, England ; Hoboken, NJ : John Wiley & Sons, 2007. |
| 载体形态： | xviii, 315 p. : ill. ; 26 cm. |
| 丛编说明： | Wiley finance series |
| 书目附注： | Includes bibliographical references (p. [299]-310) and index. |
| 格式化内容附注： | Acknowledgements -- Preface -- About the authors -- Investment strategies: using the Kelly capital growth criterion -- Take a chance -- The capital growth theory of investment -- Betting on unpopular lotto numbers using the Kelly criterion -- Good and bad properties of the Kelly criterion -- Calculating the optimal Kelly fraction -- The great investors, their methods and how we evaluate them: theory -- The great investors, a way to evaluate them -- The methods and results of managing top US university endowments -- Investment strategies: hedge funds -- Hedge fund concepts and a typical convergence trade: Nikkei put warrant risk arbitrage -- The recipe for disaster: how to lose money in derivatives -- Hedge fund risk, disasters and their prevention: the failure of long term capital management -- The imported crash of October 27 and 28, 1997 -- The 2006 Amaranth Advisors natural gas hedge fund disaster -- Towards scenarios: country studies -- Letter from Cairo -- Threats, challenges and opportunities of China -- Chinese investment markets: hedge fund scenario analysis -- Springtime in Buenos Aires: prospects for investment, how deep is the recovery? -- Cyprus: on the outer edge of Europe, in the middle of the Mediterranean -- Is Iceland's growth spurt threatened by financial vulnerabilities? -- Would a bridge connect Sicily's economy to Europe's heart? -- Scenario analysis: the stochastic programming approach to managing risk -- Hedge and pension fund risk, disasters and their prevention -- Setting the scenario -- Hedge fund scenario analysis -- Some approaches for scenario generation and reduction -- Useful economic fundamentals to generate scenarios -- Some mathematical approaches for scenario generation and reduction -- Minimizing the effects of disasters by planning ahead -- Appendix: The great investors: some useful books -- Bibliography -- Index. |