以下這本討論(質疑批判)風險管理的書
The Failure of Risk Management: Why It’s Broken and How to Fix It
https://books.google.to/books?id=u2AceU1L95EC&printsec=frontcover#v=onepage&q&f=false
看章節編排就很吸引人，google賞味書中的內容後，讓人驚艷
PART ONE - An Introduction to the Crisis
CHAPTER 1: Healthy Skepticism for Risk Management
- COMMON MODE FAILURE
- WHAT COUNTS AS RISK MANAGEMENT
- ANECDOTE: THE RISK OF OUTSOURCING DRUG MANUFACTURING
- WHAT FAILURE MEANS
- SCOPE AND OBJECTIVES OF THIS BOOK
CHAPTER 2: Risk Management: A Very Short Introduction to Where We’ve Been and Where (We Think) We Are
- THE ENTIRE HISTORY OF RISK MANAGEMENT (IN 800 WORDS OR LESS)
- METHODS OF ASSESSING RISKS
- RISK MITIGATION
- THE STATE OF RISK MANAGEMENT ACCORDING TO SURVEYS
CHAPTER 3: How Do We Know What Works?
- AN ASSESSMENT OF SELF-ASSESSMENTS
- POTENTIAL OBJECTIVE EVALUATIONS OF RISK MANAGEMENT
- WHAT WE MAY FIND
PART TWO - Why It’s Broken
CHAPTER 4: The “Four Horsemen” of Risk Management: Some (Mostly) Sincere Attempts to Prevent an Apocalypse
- ACTUARIES
- WAR QUANTS: HOW WORLD WAR II CHANGED RISK ANALYSIS FOREVER
- ECONOMISTS
- MANAGEMENT CONSULTING: HOW A POWER TIE AND A GOOD PITCH CHANGED RISK MANAGEMENT
- COMPARING THE HORSEMEN
- MAJOR RISK MANAGEMENT PROBLEMS TO BE ADDRESSED
CHAPTER 5: An Ivory Tower of Babel: Fixing the Confusion about Risk
- THE FRANK KNIGHT DEFINITION
- RISK AS VOLATILITY
- A CONSTRUCTION ENGINEERING DEFINITION
- RISK AS EXPECTED LOSS
- RISK AS A GOOD THING
- RISK ANALYSIS AND RISK MANAGEMENT VERSUS DECISION ANALYSIS
- ENRICHING THE LEXICON
CHAPTER 6: The Limits of Expert Knowledge: Why We Don’t Know What We Think We Know about Uncertainty
- THE RIGHT STUFF: HOW A GROUP OF PSYCHOLOGISTS SAVED RISK ANALYSIS
- MENTAL MATH: WHY WE SHOULDN’T TRUST THE NUMBERS IN OUR HEADS
- “CATASTROPHIC” OVERCONFIDENCE
- THE MIND OF “ACES”: POSSIBLE CAUSES AND CONSEQUENCES OF OVERCONFIDENCE
- INCONSISTENCIES AND ARTIFACTS: WHAT SHOULDN‘T MATTER DOES
- ANSWERS TO CALIBRATION TESTS
CHAPTER 7: Worse Than Useless: The Most Popular Risk Assessment Method and Why It Doesn't Work
- A BASIC COURSE IN SCORING METHODS (ACTUALLY, IT’S AN ADVANCED COURSE, Too—There’s Not Much to Know)
- DOES THAT COME IN “MEDIUM”?: WHY AMBIGUITY DOES NOT OFFSET UNCERTAINTY
- UNINTENDED EFFECTS OF SCALES: WHAT YOU DON‘T KNOW CAN HURT YOU
- CLARIFICATION OF SCORES AND PREFERENCES: DIFFERENT BUT SIMILAR-SOUNDING METHODS and Similar but Different-Sounding Methods
CHAPTER 8: Black Swans, Red Herrings, and Invisible Dragons: Overcoming Conceptual Obstacles to Improved Risk Management
- RISK AND RIGHTEOUS INDIGNATION: THE BELIEF THAT QUANTITATIVE RISK ANALYSIS IS IMPOSSIBLE
- A NOTE ABOUT BLACK SWANS
- FREQUENTIST VERSUS SUBJECTIVIST
- WE‘RE SPECIAL: THE BELIEF THAT RISK ANALYSIS MIGHT WORK, BUT NOT HERE
CHAPTER 9: Where Even the Quants Go Wrong: Common and Fundamental Errors in Quantitative Models
- INTRODUCTION TO MONTE CARLO CONCEPTS
- SURVEY OF MONTE CARLO USERS
- THE RISK PARADOX
- THE MEASUREMENT INVERSION
- WHERE’S THE SCIENCE? THE LACK OF EMPIRICISM IN RISK MODELS
- FINANCIAL MODELS AND THE SHAPE OF DISASTER: WHY NORMAL ISN’T SO NORMAL
- FOLLOWING YOUR INNER COW: THE PROBLEM WITH CORRELATIONS
- “THAT‘S TOO UNCERTAIN”: HOW MODELERS JUSTIFY EXCLUDING THE BIGGEST RISKS
- IS MONTE CARLO TOO COMPLICATED?
PART THREE - How to Fix It
CHAPTER 10: The Language of Uncertain Systems: The First Step Toward Improved Risk Management
- GETTING YOUR PROBABILITIES CALIBRATED
- THE MODEL OF UNCERTAINTY: DECOMPOSING RISK WITH MONTE CARLOS
- DECOMPOSING PROBABILITIES: THINKING ABOUT CHANCE THE WAY YOU THINK ABOUT A BUDGET
- A FEW MODELING PRINCIPLES
- MODELING THE MECHANISM
CHAPTER 11: The Outward-Looking Modeler: Adding Empirical Science to Risk
- WHY YOUR MODEL WON‘T BEHAVE
- EMPIRICAL INPUTS
- INTRODUCTION TO BAYES: ONE WAY TO GET AROUND THAT “LIMITED DATA FOR DISASTERS” PROBLEM
- SELF-EXAMINATIONS FOR MODELERS WHO CARE ABOUT QUALITY
CHAPTER 12: The Risk Community: Intra- and Extraorganizational Issues of Risk Management
- GETTING ORGANIZED
- MANAGING THE GLOBAL PROBABILITY MODEL
- INCENTIVES FOR A CALIBRATED CULTURE
- EXTRAORGANIZATIONAL ISSUES: SOLUTIONS BEYOND YOUR OFFICE BUILDING
- MISCELLANEOUS TOPICS
- FINAL THOUGHTS ON QUANTITATIVE MODELS AND BETTER DECISIONS
