Screen LibraryScenarios for risk management and global investment strategies
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| Main Authors: | |
|---|---|
| Group Author: | |
| Published: |
John Wiley & Sons,
|
| Publisher Address: | Chichester, England Hoboken, NJ |
| Publication Dates: | c2007. |
| Literature type: | Book |
| Language: | English |
| Series: |
Wiley finance series |
| Subjects: | |
| Carrier Form: | xviii, 315 p.: ill. ; 26 cm. |
| ISBN: |
9780470319246 (cloth) 0470319240 (cloth) |
| Index Number: | F831 |
| CLC: | F831.6 |
| Call Number: | F831.6/Z668 |
| Contents: |
Includes bibliographical references (p. [299]-310) and index. 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. |