LEADER 04445nam 2200649 a 450 001 9910144449703321 005 20170815111215.0 010 $a1-119-20609-X 010 $a1-281-84042-4 010 $a9786611840426 010 $a0-470-51838-3 035 $a(CKB)1000000000556976 035 $a(EBL)366753 035 $a(OCoLC)297117140 035 $a(SSID)ssj0000241645 035 $a(PQKBManifestationID)12076644 035 $a(PQKBTitleCode)TC0000241645 035 $a(PQKBWorkID)10298856 035 $a(PQKB)11236584 035 $a(MiAaPQ)EBC366753 035 $a(EXLCZ)991000000000556976 100 $a20070702d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aScenarios for risk management and global investment strategies$b[electronic resource] /$fRachel E.S. Ziemba and William T. Ziemba 210 $aChichester, England ;$aHoboken, NJ $cJohn Wiley & Sons$dc2007 215 $a1 online resource (337 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-31924-0 320 $aIncludes bibliographical references (p. [299]-310) and index. 327 $aAcknowledgements -- 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. 330 $aThis book discusses scenarios for risk management and developing global investment strategies. What are the chances that various future events will occur over time and how should these events and probable occurrence influence investment decisions? Assessing all possible outcomes is fundamental to risk management, financial engineering and investment and hedge fund strategies. A careful consideration of future scenarios will lead to better investment decisions and avoid financial disasters. The book presents tools and case studies around the world for analyzing a wide variety of investment stra 410 0$aWiley finance series. 606 $aInvestments, Foreign 606 $aRisk management 606 $aInternational finance 606 $aInvestment analysis 608 $aElectronic books. 615 0$aInvestments, Foreign. 615 0$aRisk management. 615 0$aInternational finance. 615 0$aInvestment analysis. 676 $a332.67 676 $a332.673 700 $aZiemba$b Rachel$0944669 701 $aZiemba$b W. T$0122735 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910144449703321 996 $aScenarios for risk management and global investment strategies$92132519 997 $aUNINA LEADER 01974nam 2200409 n 450 001 996392329703316 005 20200824121758.0 035 $a(CKB)4940000000109638 035 $a(EEBO)2240911834 035 $a(UnM)99865430e 035 $a(UnM)99865430 035 $a(EXLCZ)994940000000109638 100 $a19940207d1650 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 13$aAn exercitation concerning usurped powers$b[electronic resource] $ewherein the difference betwixt civill authority and usurpation is stated. That the obedience due to lawfull magistrates, is not owing, or payable, to usurped powers, is maintained. The obligation of oaths, and other sanctions to the former, notwithstanding the antipolitie of the latter is asserted. And the arguments urged on the contrary part in divers late printed discourses are answered. Being modestly, and inoffensively managed: by one studious of truth and peace both in Church and state 210 $a[London $cs.n.]$dPrinted in the yeer, 1650 215 $a[4], 88 p 300 $aAttributed to Richard Hollingworth (Halkett and Laing, 2nd ed.). Sometimes attributed to Edward Gee (Wing). 300 $aPlace of publication from Wing. 300 $aIn this edition, line 8 of title ends "Magistrates, is". 300 $aAnnotations on Thomason copy: "Decemb. 18th 1649"; the 5 in the imprint has been crossed out. 300 $aReproduction of the original in the British Library. 330 $aeebo-0018 606 $aAllegiance$vEarly works to 1800 607 $aGreat Britain$xPolitics and government$y1649-1660$vEarly works to 1800 615 0$aAllegiance 700 $aHollingworth$b Richard$f1607-1656.$01005241 702 $aGee$b Edward$f1613-1660, 801 0$bCu-RivES 801 1$bCu-RivES 801 2$bCStRLIN 801 2$bWaOLN 906 $aBOOK 912 $a996392329703316 996 $aAn exercitation concerning usurped powers$92338208 997 $aUNISA