An Adventure in Portfolio Theory

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2006-2-13 10:56:00 上传

An Adventure in Portfolio Theory
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Part One: Standards of Deviation

“Missing the Iceberg for the Ice Cubes” 1

Chapter 1: Odd Odds of Odds 10

Chapter 2: New Angles on Pascal’s Triangle 22

Chapter 3: Amazing Tails of Risk 33

Chapter 4: More Amazing Tails 44

Chapter 5: The Creation of Correlation 57

Chapter 6: Defining Moments from De Finetti 69

Chapter 7: Big Risks in Value at Risk 80

Chapter 8: Good Approximations Behaving Badly 91

Chapter 9: The Abnormality of Normality 102

Chapter 10: Dependent Independence 116

Chapter 11: Just Desserts 129

Part 2: Insights into Ignorance

“More Dollars than Sense” 139

Chapter 12: Teaching Elephants to Dance 146

Chapter 13: Betting on Beta 160

Chapter 14: Relief through Beliefs 172

Chapter 15: Rating Risks without Regret 185

Chapter 16: Unusually Useful Utility 196

Chapter 17: Optimal Overlays 206

Chapter 18: Adjusted Advice 218

Chapter 19: Higher-Order High Jinks 229

Chapter 20: A Question of Rebalance 242

Chapter 21: Weighing the Options 255

Chapter 22: Fixing the Focus 268

Chapter 23: The Rooster Principle 282

[此贴子已经被作者于2006-2-13 11:02:31编辑过]

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关键词：Portfolio Adventure Portfoli Venture Theory Theory Portfolio Adventure

ding

fun book, thanks