Iceberg Risk

Iceberg Risk : An Adventure in Portfolio Theory

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Description

Iceberg Risk exposes this crucial limitation through an engaging mixture of story charts, and math. Statistical concepts are developed intuitively first, and all algebra is cordoned off into neatly organized and digestible nuggets. The results will appeal to students of risk analysis and seasoned practitioners alike; indeed to anyone willing to question orthodox portfolio theory.show more

Product details

  • Hardback | 382 pages
  • 157.48 x 236.22 x 33.02mm | 703.06g
  • Cengage Learning, Inc
  • Texere Publishing
  • Florence, United States
  • English
  • Library.
  • 1587990687
  • 9781587990687
  • 2,389,973

Table of contents

Acknowledgements Preface: A Dialogue Introduction:"Missing the Iceberg for the Ice Cubes" 1.Odd Odds of Odds 2.New Angels on Pascal's Triange 3.Amazing Tails of Risk 4.More Amazing Tails 5.The Creation of Correlation 6.Defining Moments from De Finetti 7.Big Risks in Value of Risk 8.Good Approximations Behaving Badly 9. The Abnormality of Normality 10.Dependent Independence 11.Just Desserts Introducton:"More Dollars than Sense" 12.Teaching Elephants to Dance 13.Betting on Beta 14.Relief through Beliefs 15.Rating Risks without Regret 16.Unusually Useful Utility 17.Optimal Overlays 18.Adjusted Advice 19.Higher-Order High Jinks 20.A Question of Rebalance 21.Weighing the Options 22.Fixing the Focus 23.The Rooster Principle Further Reading Indexshow more

About Kent Osband

Kent Osban is a US citizen living in London. He holds a PhD in economics from University of California at Berkeley and has worked for the International Moneary Fund and the World Bank in Washington DC and for Goldman Sachs and Credit Suisse First Boston in London. He speaks fluent Russian. He is currently working as a consultant to Trilogy Advisors LLC, a NY based investment advisory firm, where he manages to hedge fund and is implementing and utilising his theories on iceberg risk.show more

Rating details

7 ratings
4.14 out of 5 stars
5 43% (3)
4 29% (2)
3 29% (2)
2 0% (0)
1 0% (0)
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