Risk Management and Drawdown Control
Surviving the path, not just the destination; leverage, correlation breakdown and the difference between volatility and risk.
15 books · 14 people behind it
Start here
- When Genius FailedRoger Lowenstein, 2000
- The Most Important ThingHoward Marks, 2011
- The Black SwanNassim Nicholas Taleb, 2007
- Against the GodsPeter L. Bernstein, 1996
The people behind it 14
Each person holds a book in this entry or names it in their own tags.
Investors 7
Howard Marks1 book hereJD
Jack D. Schwager1 book herePL
Peter L. Bernstein1 book hereJH
John Hussmannamed in their tags
Paul Tudor Jonesnamed in their tags
Stephen A. Schwarzmannamed in their tagsVK
Van K. Tharpnamed in their tagsFounders 1
Executives 1
Academics 1
Journalists 4
JD
Jack D. Schwager1 book herePL
Peter L. Bernstein1 book hereRL
Roger Lowenstein1 book hereGT
Gillian Tett1 book hereBooks 15
Peter L. Bernstein · 1996 · History of how risk became measurable, and where measurement fails.
Roger Lowenstein · 2000 · Long-Term Capital Management as the definitive leverage case study.
Nassim Nicholas Taleb · 2007 · Fat tails and the failure of models built on the normal distribution.
Howard Marks · 2011 · Risk as permanent loss of capital rather than variance.
Gerald M. Loeb · 1935 · Depression-era trader on capital preservation and concentration
T2 Endurance
Alfred Lansing · 1959 · Shackleton's survival; decision-making when the plan is already lost
Seth A. Klarman · 1991 · Klarman on risk-first investing and the discipline of patience.
Paul Embrechts, Claudia Kluppelberg, Thomas Mikosch · 1997 · The technical reference on extreme value theory for insurance and finance
Jack D. Schwager · 2012 · Schwager interviews hedge fund managers on edge and risk control.
Gillian Tett · 2015 · How organisational silos hide risk; an anthropologist inside banks
Philippe Jorion · 1996 · The standard technical reference for the measure and its limits.
Laurence Gonzales · 2003 · Who lives and who dies in extreme situations, and why
Daniel Gardner · 2008 · Why people misjudge risk; the availability heuristic in public life
Aaron Brown · 2011 · A working risk manager on what value-at-risk is and is not for.