The adventures of a modern renaissance academic in investing and gambling /

Bibliographic Details
Main Author: Ziemba, W. T. (Author)
Corporate Author: World Scientific (Firm)
Format: eBook
Language:English
Published: Singapore ; Hackensack, NJ : World Scientific Publishing Co. Pte. Ltd., [2017]
Series:World Scientific series in finance ; Vol 12.
World Scientific series in finance. Vol 12.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Acknowledgments
  • Beginning
  • The early days in Adams and University of 4 Massachusetts in Amherst
  • Reminiscences of the early days in Berkeley
  • The start of a new department in Vancouver
  • What is Japan doing right to get all that
  • Money? : will they lose it?
  • The bond-stock earnings yield crash
  • Prediction model
  • Arbitrage and risk arbitrage
  • Bill Benter letter
  • Scenario optimization in action : the Russell
  • Yasuda Kasai financial planning model
  • Anomalies research at Frank Russell, 1989-1998
  • Risk management and planning in the Vienna
  • Siemens pension model, InnoALM
  • Evaluating the greatest investors
  • How to lose money in derivatives and some who did
  • Trend following in the Bahamas
  • The internet bubble crash, 2000-2002
  • The US housing bubble, credit crisis, crash and recovery 2006 to 2015
  • The flash crash and high frequency trading
  • The Greek crisis and why it is important
  • Inefficiencies and anomalies : other crashes and how they fit the models
  • Dealing with Madoff and other swindlers
  • An adventure in the bed and breakfast business, British Columbia real estate over the years
  • Tries in the horse ownership business
  • Travels to universities and academic and professional conferences over the years
  • Epilog
  • Bibliography.