The Adventures of a Modern Renaissance Academic in Investing and Gambling

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.--back cover.

• | Author: W. T. Ziemba
• | Publisher: World Scientific Publishing Company
• | Publication Date: Jun 27, 2017
• | Number of Pages: 466 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 9813148292
• | ISBN-13: 9789813148291