Mark S. Rzepczynski is CEO of the Funds Group at FourWinds Capital Management, Boston
The author focuses on market dislocation issues that make commodities different from other asset classes, looking at the market’s dynamics through the four major forces that influence the commodity landscape. He examines long-term issues and takes the discussion of commodity markets beyond the typical focus on financial pricing models, emphasizing instead the larger competitive forces of supply and demand.
In this reissued book, the authors explore credit risk from four distinct quantitative perspectives — the occurrence, frequency, timing, and severity of a loss — and focus on the core econometric techniques for measuring each aspect. Given the industry failings associated with the recent global financial crisis, it is more important than ever for financial analysts to understand the mechanics of quantitative risk tools.
The authors provide an easy-to-read overview of key concepts in econometrics for anyone desiring a strong intuitive description of how to conduct analysis using simple techniques. Covering a limited number of topics with practical examples of each, they offer a useful framework for conducting fundamental econometric analysis. Although the book does not directly discuss financial issues, it provides a good foundational review for the financial empiricist who wishes to better structure econometric tests.
This book presents insights into the formation of expectations and the causes of market instability by updating and applying the forgotten theories of Nobel Prize–winning economist Maurice Allais. Focusing on alternatives to the rational expectations theory, the author shows how memory and strength of signal influence the way investors form their views of the market. He applies these “old” concepts on expectation formation to recent market events to explain how alternative expectation formulations can lead to market instability.
This handbook provides an insightful set of articles on the impact of economics and game theory on the development of structures to solve market design problems. Bringing together the latest research in this growing field, the editors provide a detailed overview on how market mechanisms can be used to solve problems of matching and exchange.
This book is the US intelligence community’s best assessment of critical drivers and political scenarios worldwide over the next 15 years. The overview is broken into megatrends, game changers, and potential alternative scenarios. It delineates those regions and issues that may hold both the greatest opportunities and the greatest risks in the future.
The author, an international finance expert, focuses on the complexities of the US dollar as the global reserve currency. Exploring current fundamental modeling and the politics of international financial coordination, he details why, in spite of news reports concerning its demise, the dollar will continue to be the dominant world currency.
Using 50 years of theory and empirical evidence, the author presents processes, or protocols, for investment success. He focuses on using effective tools for managing more efficient portfolios without relying on forecasting skill. The book develops protocols that appreciably improve portfolio efficiency.
This fourth book in the Market Wizards series includes 15 interviews with hedge fund traders. It details many variations regarding which markets to trade in, what time frame to incorporate, and how to use information. The wizards trade in all markets, including futures, options, equities, and bonds.
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