| 000 -LEADER |
|---|
| fixed length control field |
03048cam a2200301 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191118145758.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
130523s2007 enka b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470319246 (cloth) |
|
|---|
| International Standard Book Number |
0470319240 (cloth) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4538 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.673 |
| Edition number |
22 |
| Item number |
Z57 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ziemba, Rachel. |
| 9 (RLIN) |
27717 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| 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, N.J : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2007. |
| 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 |
| 9 (RLIN) |
17555 |
| 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. |
| 9 (RLIN) |
2084 |
|
|---|
| Topical term or geographic name as entry element |
Risk management |
| 9 (RLIN) |
256 |
|
|---|
| Topical term or geographic name as entry element |
International finance. |
| 9 (RLIN) |
27719 |
|
|---|
| Topical term or geographic name as entry element |
Investment analysis. |
| 9 (RLIN) |
25847 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ziemba, W. T. |
| 9 (RLIN) |
27718 |
| Relator term |
author |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy0741/2007026413-b.html |
|
|---|
| Materials specified |
Table of contents only |
| Uniform Resource Identifier |
http://www.loc.gov/catdir/enhancements/fy0741/2007026413-t.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
