000			03157 a2200325 4500
003			Nust
005			20170207154052.0
010			_a 2007026413
020			_a0470319240 (cloth)
020			_a9780470319246 (cloth)
035			_a(OCoLC)152580734
035			_a(OCoLC)ocn152580734
040			_cNust
082	0	0	_a332.673
100	1		_aRachel E.S. Ziemba and William T. Ziemba.
245	1	0	_aScenarios for risk management and global investment strategies (E-Book) _cRachel E.S. Ziemba and William T. Ziemba.
260			_aChichester, England ; _aHoboken, NJ : _bJohn Wiley & Sons, _cc2007.
300			_axviii, 315 p. : _bill. ; _c26 cm.
440		0	_aWiley finance series
505	0		_aAcknowledgements -- 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.
650		0	_aInternational finance.
650		0	_aInvestment analysis.
650		0	_aInvestments, Foreign.
650		0	_aRisk management.
651			_aScenarios for risk management and global investment strategies (E-Book)
700	1		_aZiemba, W. T.
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0741/2007026413-b.html
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0741/2007026413-d.html
856	4	2	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy0741/2007026413-t.html
942			_2ddc _cBK
999			_c193139 _d193139