Scenarios for risk management and global investment strategies

By: Ziemba, E. SMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; John Wiley ; 2007Description: 315 p; il., tbls., diagrsISBN: 978-0-470-31924-6Subject(s): Inversión extranjera | Análisis de inversión | Financiamiento | Gestión de riesgosLOC classification: HG/4538/Z57/2007
Contents:
Contiene: 1. Investment strategies: using the Kelly Capital growth criterion.- 2. Investment strategies: hedge funds.- 3. Towards scenarios: country studies.- 4. Scenario analysis: the stochastic programming approach to managing risk.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/4538/Z57/2007 (Browse shelf) Available 00003125

Contiene: 1. Investment strategies: using the Kelly Capital growth criterion.- 2. Investment strategies: hedge funds.- 3. Towards scenarios: country studies.- 4. Scenario analysis: the stochastic programming approach to managing risk.

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