Scenarios for risk management and global investment strategies / (Record no. 9387)

000 -LEADER
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001 - CONTROL NUMBER
control field 14913483
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190606141357.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 070702s2007 enka b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2007026413
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470319246 (cloth)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0470319240 (cloth)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)ocn152580734
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)152580734
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency BAKER
-- YDXCP
-- C#P
-- DLC
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG4538
Item number .Z57 2007
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number HG 4538 .Z57 2007
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ziemba, Rachel.
245 10 - TITLE STATEMENT
Title Scenarios for risk management and global investment strategies /
Statement of responsibility, etc. Rachel E.S. Ziemba and William T. Ziemba.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Chichester, England ;
-- Hoboken, NJ :
Name of publisher, distributor, etc. John Wiley & Sons,
Date of publication, distribution, etc. c2007.
300 ## - PHYSICAL DESCRIPTION
Extent xviii, 315 p. :
Other physical details ill. ;
Dimensions 26 cm.
440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Wiley finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p. [299]-310) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investments, Foreign.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element International finance.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investment analysis.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Ziemba, W. T.
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Contributor biographical information
Uniform Resource Identifier http://www.loc.gov/catdir/enhancements/fy0741/2007026413-b.html
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Publisher description
Uniform Resource Identifier http://www.loc.gov/catdir/enhancements/fy0741/2007026413-d.html
856 41 - ELECTRONIC LOCATION AND ACCESS
Materials specified Table of contents only
Uniform Resource Identifier http://www.loc.gov/catdir/enhancements/fy0741/2007026413-t.html
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
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942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Books
Holdings
Date last seen Damaged status Date acquired Barcode Price effective from Current Location Full call number Withdrawn status Not for loan Source of classification or shelving scheme Lost status Permanent Location Koha item type
2019-06-06 2019-06-0680562019-06-06Epoka University LibraryHG 4538 .Z57 2007    Epoka University LibraryBooks

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