عنوان

Scenarios for risk management and global investment strategies

شابک

9780470319246

کد کشور

IR

شماره

402

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Scenarios for risk management and global investment strategies

نام عام مواد

[Book]

نام نخستين پديدآور

/ Rachel E.S. Ziemba and William T. Ziemba

نام ساير پديدآوران

; 315

محل نشرو پخش و غیره

Chichester, England ; Hoboken, NJ

نام ناشر، پخش کننده و غيره

: John Wiley & Sons,

تاریخ نشرو بخش و غیره

, c2007.

نام خاص و کميت اثر

xviii, 315 p. ill. 26 cm.

عنوان فروست

(Wiley finance series)

متن يادداشت

Language: انگلیسی

متن يادداشت

Print

متن يادداشت

ng

متن يادداشت

Includes bibliographical references (p. [299]-310) and index.

متن يادداشت

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.

موضوع مستند نشده

Investments, Foreign

موضوع مستند نشده

Risk management

موضوع مستند نشده

International finance

موضوع مستند نشده

Investment analysis

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Ziemba, Rachel.

مستند نام اشخاص تاييد نشده

Ziemba, W. T

کشور

ایران

وضعیت فهرست نویسی

old catalog

فرمت انتشار

p

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y