Ziemba Scenarios for Risk Management and Global Investment Strategies

1. Auflage 2008
ISBN: 978-0-470-51838-0
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 334 Seiten, E-Book

Reihe: Wiley Finance Series

This 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 strategies, building scenarios to optimize returns.

Autoren/Hrsg.

Ziemba, Rachel E. S.

Ziemba, William T.

Über Autor(innen)

RACHEL E.S. ZIEMBA has a BA in History from the Universityof Chicago and an MPhil in International Relations from St.Antony's College, Oxford University. She worked for the CanadianInternational Development Agency in Egypt, and the InternationalDevelopment Research Centre, Ottawa. At Roubini Global Economics,she researches geo-strategic risks to the global economy. She haswritten and given talks on various issues in global macroeconomy,currency politics and emerging market and geostrategic issues.
WILLIAM T. ZIEMBA is the Alumni Professor of FinancialModeling and Stochastic Optimization (Emeritus), Universityof British Columbia. He is a well-known academic with books,research articles and talks on various investment topics. He hasvisited MIT, Chicago, Berkeley, UCLA, Cambridge, LSE, Oxford andthe Reading ICMA Centre. He trades through William T ZiembaInvestment Management Inc. He has consulted for various financialinstitutions on hedge funds and investments.