Screen LibraryScenarios for risk management and global investment strategies /
This book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to ri...
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| Main Authors: | |
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| Corporate Authors: | |
| Group Author: | |
| Published: |
John Wiley & Sons,
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| Publisher Address: | Chichester, England ; Hoboken, NJ : |
| Publication Dates: | 2007. |
| Literature type: | eBook |
| Language: | English |
| Series: |
Wiley finance series
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| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119206095 |
| Summary: |
This book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to risk management, financial engineering and investment and hedge fund strategies. A careful consideration of future scenarios will lead to better investment decisions and avoid financial disasters. The book presents tools and case studies around the world for analyzing a wide variety of investment st |
| Carrier Form: | 1 online resource (xviii, 315 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 299-310) and index. |
| ISBN: |
9781119206095 111920609X 9780470518380 0470518383 |
| Index Number: | HG4538 |
| CLC: | F830.59 |
| Contents: | 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 conve |