03157 a2200325 4500 Nust 20170207154052.0 2007026413 0470319240 (cloth) 9780470319246 (cloth) (OCoLC)152580734 (OCoLC)ocn152580734 Nust 332.673 Rachel E.S. Ziemba and William T. Ziemba. Scenarios for risk management and global investment strategies (E-Book) Rachel E.S. Ziemba and William T. Ziemba. Chichester, England ; Hoboken, NJ : John Wiley & Sons, c2007. xviii, 315 p. : ill. ; 26 cm. Wiley finance series 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. International finance. Investment analysis. Investments, Foreign. Risk management. Scenarios for risk management and global investment strategies (E-Book) Ziemba, W. T. Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0741/2007026413-b.html Publisher description http://www.loc.gov/catdir/enhancements/fy0741/2007026413-d.html Table of contents only http://www.loc.gov/catdir/enhancements/fy0741/2007026413-t.html ddc BK 193139 193139 0 0 ddc 0 0 NFIC MCS MCS 2016-12-12 0 332.673 ZIE MCSEB-2873 2016-12-08 2016-12-12 BK