Social Security Programs and Retirement around the World: Fiscal Implications of Reform
Social Security Programs and Retirement around the World: Fiscal Implications of Reform
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DOI：
10.7208/chicago/9780226310008.001.0001
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发表时间：
2007-10
期刊：
影响因子：
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通讯作者：
J. Gruber;David A. Wise
中科院分区：
文献类型：
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作者：
J. Gruber;David A. Wise
老年人和监管者。在这位评论家看来，概率论、统计学和金融数学的学者很可能熟悉本书中描述的许多“模型弱点”。此外，我发现自己更多的是点头，而不是对正在提出的论点表示震惊或沮丧。关于统计学、概率和风险理论的智力和历史事实很有趣，尽管大多数概率研究人员都知道。可以说，从数量角度教授基本金融风险管理的每个人(在商学院或经济系)都应该意识到这些数学模型的局限性，并添加免责声明。尽管如此，我发现这位备受尊敬的实践者和受人尊敬的学者提出这些想法的方式很吸引人。我特别赞扬作者没有对整个风险管理行业进行猛烈抨击，而是提供了一个发人深省的、有帮助的指南，引导人们了解好的、坏的和丑陋的东西。这本书应该在金融服务行业有经验的风险经理以及正在考虑在该领域谋职的学生的阅读清单上。它为更多关于现代风险管理的方程式文本提供了一种深思熟虑的定性伴侣。
agers and regulators. In the opinion of this reviewer, academics and scholars of probability, statistics, and financial mathematics will likely be familiar with many of the ‘‘model weaknesses’’ described in this book. Moreover, I found myself nodding more often than expressing shock or dismay at the arguments being made. The intellectual and historical factoids on statistics, probability, and risk-theory were interesting, though mostly known to probability researchers. Arguably everyone teaching basic financial risk management from a quantitative perspective (in a business school or economics department) should be aware of the limitations of these mathematical models and add disclaimers. That said, I found appealing the ways in which the ideas were presented by this well-regarded practitioner and respected scholar. I especially commend the author for not taking a sledgehammer to the entire risk-management ‘‘quant’’ industry and instead offering a thought-provoking and helpful guide through the good, the bad, and the ugly. This book should be on the reading list of experienced risk managers in the financial services industry as well as students who are contemplating a career in the field. It provides a thoughtful qualitative companion to more equation-laden texts on modern risk management.