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.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
Scenarios for risk management and global investment strategies by Rachel Ziemba. ISBN 9780470319246. Published by John Wiley in 2007. Publication and catalogue information, links to buy online and reader comments.
