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Index
Front Cover
Half Title
Title Page
Copyright
Dedication
Acknowledgements
Content
Preface
I Key Concepts
1. Arbitrage, Risk Arbitrage and the Favorite-longshot Bias
2. The Bond Stock Earnings Yield Differential Model
3. Investor Camps
II Hedge Funds, Sovereign Wealth Funds and Other Investment Agglomerations
4. Average Hedge Funds and their Evaluation
5. Incentives and Risk Taking in Hedge Funds
6. Evaluating Superior Hedge Funds
7. Investment in Own-Company Stock
8. Cutting Through the Hype on Sovereign Wealth Funds
9. A New Age for Liquidity
10. Government Owned Pensions: Asset Allocation and Governance Issues
11. Update on Yale's Approach to Endowment Investing
12. A Risk Arbitrage Convergence Trade: The Nikkei Put Warrant Market of 1989-90
13. Kelly Capital Growth Investing
14. InnoALM, the Innovest Austrian Pension Fund Financial Planning Model
III Seasonal Effects and Other Anomalies
15. Investing in the January Turn-of-the-Year Effect with Index Futures
16. The January Barometer
17. Sell in May and Go Away and the Effect of the Fed
18. 60-40 Pension Fund Mixes and Presidential Party Effects
IV Volatility, Correlation and Liquidity
19. Thoughts on the VIX Fear Index
20. Changing Correlations: Rising VIX and Violent Market Moves
V Can We Predict Stock Market Crashes?
21. Stock Market Crashes in 2006-2009: Were We Able to Predict Them?
22. Three Mini Crashes in US and World Equity Markets
23. What Signals Worked and What Did Not, 1980-2009
24. What Signals Worked and What Did Not, 1980-2009, Part II
25. What Signals Worked and What Did Not, 1980-2009, Part III
26. How to Lose Money in Derivatives and Examples of Those Who Did
VI Bubbles and Debt
27. Understanding the Financial Markets in the Subprime Era: The 2007/9 Crisis
28. Bubbles
29. China: Navigating the Olympic Risks
30. Turkey's Juggling Act: Can it Live up to Potential?
31. Testing Resiliency: Protest and Natural Disasters
32. It's a Gas, Gas, Gas!
33. Thoughts on the Current Market Environment, Risks and Returns
34. What's Wrong with the US?
35. Investing Around the World
VII Investing and Arbitrage in NFL Football and Horse Racing
36. Blunder or Correct Decision? The Belichick Decision to go for it on 4th Down
37. The 2010 and 2011 Super Bowls and the Elo Ranking System
38. Risk Arbitrage in the NFL 2012 Playoffs and the Super Bowl
39. The One That Got Away: The Hitable $2 Million Pick 6 at the Breeders' Cup
40. Two Super Horses
41. Farewell to the Queen and to the Princess of US Thoroughbred Racing
42. The Dr. Z Place and Show Racetrack Betting Systems Past and Present
Bibliography
About the Authors
Index
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