Book Description
He was one of the most inspirational role models of all time. Thrown into poverty at age four, Konosuke Matsushita (Mat-SOSH-ta) struggled with the early deaths of family members, an apprenticeship which demanded sixteen-hour days at age nine, all the problems associated with starting a business with neither money nor connections, the death of his only son, the Great Depression, the horror of World War II in Japan, and more. Yet John P. Kotter shows in this fascinating and instructive book how, instead of being ground down by these hardships, Matsushita grew to be a fabulously successful entrepreneur and business leader, the founder of Japan's General Electric: the $65 billion a year Matsushita Electric Corporation.
His accomplishments as a leader, author, educator, philanthropist, and management innovator are astonishing, and outshine even Soichiro Honda, J.C. Penney, Sam Walton, and Henry Ford. In this immensely readable book, Kotter relates how Matsushita created a large business, invented management practices that are increasingly being used today, helped lead his country's economic miracle after World War II wrote dozens of books in his latter years, founded a graduate school of leadership, created Japan's version of a Nobel Prize, and gave away hundreds of millions to good causes.
The Matsushita story expands our notion of the possible, even for a sickly youngster who did not have the benefit of a privileged background, education, good looks, or a charismatic presence. It tells us much about leadership, entrepreneurship, a drive for lifelong learning, and their roots. It demonstrates the power of a longterm outlook, idealistic goals, and humility in the face of great success.
Matsushita Leadership is both a biography and a set of lessons for careers and corporations in the 21st century. An inspirational story and a business primer, the implications are powerful, for organizations and for living a meaningful life.
Customer Reviews:
A most difficult subject well tackled........2001-03-12
This is a rare attempt by an American to profile an Asian entrepreneur and world-renowned corporate leader.
Because of the rather more subtle and complex social structures in Asia, which is particularly even more so in Japan, it is the rare non-Asian who is able to peer through the intricate webs and be able to grasp at the essence.
Kudos to John Kotter
A most difficult subject well tackled........2001-03-12
This is a rare attempt by an American to profile an Asian entrepreneur and world-renowned corporate leader.
Because of the rather more subtle and complex social structures in Asia, which is particularly even more so in Japan, it is the rare non-Asian who is able to peer through the intricate webs and be able to grasp at the essence.
Kudos to John Kotter
check it out at the library but don't buy it.......1999-06-14
I believe the author was told exactly was PHP and Matsushita Electric wanted him to know, and really, how would he even know since he doesn't even speak Japanese?
An awful book.......1999-03-20
The book is boring , and that a shame beacuse it is a very interesting subject
Very Disappointing.......1998-06-09
This book was written in an annoyingly cliched manner that greatly detracts from the subject.
Average customer rating:
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Matsushita Seikeijuku Jukucho mondoshu: Jukusei to no taiwa
Manufacturer: PHP Kenkyujo
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ASIN: 4569211240 |
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Oriori no ki: Jinsei de deatta hitotachi
Konosuke Matsushita
Manufacturer: PHP Kenkyujo
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ASIN: 4569210988 |
Product Description
"I feel the reason this Matsushita Spririt continues to thrive is due to the fact that the ideology is made up of well-balanced proprotions of Western rationality and Eastern insight."
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Yamamoto Isoroku to Matsushita Konosuke: "hikakuron" rida no joken
Masatake Okumiya
Manufacturer: PHP Kenkyujo
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ASIN: 4569535836 |
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Emma Lazarus in Her World: Life and Letters
Bette Roth Young
Manufacturer: Jewish Publication Society of America
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Binding: Hardcover
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Emma Lazarus (Jewish Encounters)
ASIN: 0827605161 |
Customer Reviews:
Emma Lazarus.......2001-08-31
With the exception of her sonnet, The New Colossus", which is inscribed on the Statue of Liberty, the work of Emma Lazarus is almost unknown today. In her short life, Lazarus produced an impressive body of poetry, translations, and plays. In particular she wrote poems on Jewish themes, on pogroms in Europe, and on an incipient Zionism. She is the first significant Jewish-American poet and is still, I believe, one of the most important.
Ms Roth-Young's book is divided into two sections, the first consisting of a biography of Emma Lazarus the second consisting of a selection of her letters discovered and published for the first time by the author. Roth-Young has a knowledge of and affection for her subject. Roth-Young attacks views of Ms Lazarus that had been advaced by earlier writers, creating what she describes as a "myth". The "myth" sees Emma Lazarus as a reclusive spinster who discovered her Jewish roots in the early 1880 and changed from a late-Victorian poet with traditional late romantic themes to an ardent poet of Judaism.
Because the work and life of Emma Lazarus are so little known, the critique of earlier writers appears overdone. A straightforward narrative might have been more effective. Roth-Young's portrait, and the letters, show, indeed a cosmopolitan, highly social Emma Lazarus who travelled twice to Europe in the final years of her life (1885-1887) and appeared more concerned with European culture and art than with recovering her Jewish past. It remains questionable, however, whether this is the whole story of a life or whether it is as inconsistent with earlier readings of Lazarus's life as Roth-Young believes it is.
Lazarus described herself as a recluse; she was sensitive about her unmarried state. A large and varied correspondence does not rebut this self-perception. The book points to ambivalences in Lazarus's attitute towards Judaism, and this is useful in understanding her work.
The book also could have used a fuller discussion of Emma azarus's poetry because, as Roth-Young is aware, it is virtually forgotten today. The forward to the book by Frances Klagsburn suggests that Emma Lazarus's poetry was largely conventional and derivative and that her Jewish poetry suffers from a certain lack of distance and personal involvement. There is not sufficient discussion of the poetry in the book to convince the reader that this is true. My own reading of this poetry is that it is a thoughtful and important predecessor of the liberal Judaism of our own day with much to teach us sbout the value of non-fundamentalist religion in a secular world.
This book is a good introduction to Emma Lazarus who, I think, deserves the status Ms Roth-Young thinks she already has as something of an American icon due to her association with the Statue of Liberty. I hope it will encourage the interested reader to search out the works of this too little known American poet.
Amazon.com
Warning: this sad, powerful, grotesque collection of black-and-white photos of mostly dead, often naked, human beings is not for the easily disturbed. The introductory text by Katherine Dunn (author of Geek Love) helps give a context to the macabre scrapbook, and the handwritten captions display irony and sometimes humor; but this is no antiquarian's sentimental portrait of the past. This book documents butchery and brutality, horrible disease and mental illness, suicide and murder. And as Dunn observes, the eye of the beholder is not innocent: "The old cop, like the old con, tries to trick us into forgiveness and complicity. By witnessing he has participated, by understanding he is culpable. And his real purpose is to disguise the truth--that he started out terrified and ended up liking it, fascinated, an aficionado."
Book Description
The strange and gruesome crime-scene snapshot collection of LAPD detective Jack Huddleston spans Southern California in its noir heyday. Death Scenes is the noted forerunner of several copycat titles.
Customer Reviews:
Fascinating Portraits.......2007-09-17
This book shows through the eyes of the author that nothing has really changed about the violence we do to each other and ourselves except maybe the methods. This was an exceptionally accurate glimpse into a time gone by and the unchanging human condition. The photos were excellently restored.
An extreme rarity........2007-09-13
This book is profoundly disturbing and not for the faint of heart or stomach. After first viewing some of these photos over 10 years ago, I lost the desire to eat food of any kind for almost a full 24 hours afterwards. Some of the most heinous murders pictured here were real headliners in their time - some cursory research on the internet reveals front-page coverage in the L.A. Times, particularly of the Virginia Lee Griffin murder, in which case the killer was executed in San Quentin a mere 4 months after sentencing. Makes you realize how no-nonsense the justice system was back in the 1940's. As the sub-title of the book succinctly states - "There were no 'good ol' days'". This book proves that nostalgia is largely a lie and, as Jesus Christ said, "The past is best forgotten."
Yikes!!!.......2007-04-23
This Book is not for the faint of heart! I knew Sean Tejaratchi when he was a teen at his mother's house in Walker Basin so I just had to have a copy. Well Sean you still are marching to a different drummer! Best wishes.
Stomach churning..................2007-01-24
I did not buy this book, but morbid curiosity DID get the better of me and so I stood in the aisle and paged through quite a bit of it. I wish I had not done that. When I decided I'd had all I could take, I could not get the book out of my hands fast enough. I even went to the magazine section of the bookstore to leaf through those cheesy celebrity rags, just to see pictures of smiling, beautiful, healthy people who were impeccably groomed and dressed. The contrast to what I had just seen was startling, and made Death Scenes all the more depressing. I stayed a bit depressed, and thought about the graphic images many times in the days that followed. Bottom line: If you want to see pictures that will make you think that the "good old days" were the most horrific, sickening, pathetic days in history, this is the book for you. I'll give the book two stars because it certainly does what it intends, but I just can't give it any more than that....I am STILL having trouble eating!!!
For those fascinated with life and why it ends..........2007-01-16
I bought this book after seeing Anton LaVey's rather obscure video of the photo album before it was published (actually, he only hosted it. LaVey, for those unaware, founded the Satanic Church, was himself--he claimed, anyway--a crime scene photographer, and was a semi-relative to my sister, being her sister-in-law's husband, if you can follow that. Did that make him my brother-in-law once removed? Snicker.,) Ahem. This book, as the cover blurb states, shows that there were never "the good old days". God. If you have the morbid interest in what human beings can do to deprive others or themselves of that mysterious presence we call life, this is the book to look at. Death isn't a game, but it can be funny; there is a automotive accident regarding a head that could--well, does--evoke laughter in those of us with a morbid bent. Seeing the person in question, I might almost suspect that individual might've seen a certain humor in it himself. Lest anyone reading this review find it rude or vicious, I am one of those people who are so ...ok, well, SCARED of the unknown that I devote considerable amounts of time to trying to understand it. It's a great book...if you can stomach it. And it IS in B/W...easier to look at than some of the really ICKY horrid decapitations you can see on the 'net...Yes, this IS a goofy review, but if you liked it, respond. I, myself, am one of the goofiest persons you are ever likely to come in contact with. (by the way, I don't even kill ants. I put 'em on my finger and blow them out the door).
Customer Reviews:
Clear and concise and effective........2007-02-02
The authors have presented a comprehensive, logical, effective and concise system for defensive signaling. Their methods should improve the defense for any partnership. It will also add interest to your game. Most valuable is Ace (or Queen) for attitude and King for count. Highly recommended.
Help your partnership score better.......2004-07-21
This will only be of benefit if you have an established partnership but, if you do, this book can help you score higher.We play defense 50% of the time but it's less glamorous so usually receives less attention. This book goes somewhat beyond Kantar's "Modern Bridge Defense" in the area in which it focuses - namely defensive signaling. I'm an intermediate player wanting to move up a notch and this book was perfect for me. However, I think it can also help longterm partnerships improve their defense if studied and followed thoroughly. It's certainly worth the price.
Book Description
For over half a century, financial experts have regarded the movements of markets as a random walk--unpredictable meanderings akin to a drunkard's unsteady gait--and this hypothesis has become a cornerstone of modern financial economics and many investment strategies. Here Andrew W. Lo and A. Craig MacKinlay put the Random Walk Hypothesis to the test. In this volume, which elegantly integrates their most important articles, Lo and MacKinlay find that markets are not completely random after all, and that predictable components do exist in recent stock and bond returns. Their book provides a state-of-the-art account of the techniques for detecting predictabilities and evaluating their statistical and economic significance, and offers a tantalizing glimpse into the financial technologies of the future.
The articles track the exciting course of Lo and MacKinlay's research on the predictability of stock prices from their early work on rejecting random walks in short-horizon returns to their analysis of long-term memory in stock market prices. A particular highlight is their now-famous inquiry into the pitfalls of "data-snooping biases" that have arisen from the widespread use of the same historical databases for discovering anomalies and developing seemingly profitable investment strategies. This book invites scholars to reconsider the Random Walk Hypothesis, and, by carefully documenting the presence of predictable components in the stock market, also directs investment professionals toward superior long-term investment returns through disciplined active investment management.
Customer Reviews:
not for those of limited intellect.......2003-03-16
There is no indication anywhere that this book was intended
either as a follow on to Burton Malkiel's A Random Walk Down
Wall Street or as a primer for day traders. Hence it is
rather disappointing to read the reviews of those who
somehow managed to reach one of the preceding conclusions.
Several statistical studies have made it clear that the
markets are not completely random as asserted by much of the
academic economics community. It is impossible to prove or
refute the Efficient Markets Hypothesis, because, as Farmer
puts it, the EMH, by itself, is not a well-posed and
empirically refutable hypothesis. This book tries to
rigorously analyze the markets as they are.
The average investor could easily reach the same conclusions
as Burton Malkiel strives for, namely that he is best off
investing in an index fund. However, they do it in a more
interesting fashion than simply asserting that, on average,
one cannot beat the average.
A bit technical.......2002-08-23
After reading A Random Walk, I was expecting another easy, entertaining read. This turned out to be much more technical. Even with a fairly strong statistics background, I still got lost. The style is much more dry. It's not written for the general public like A Random Walk is.
Excellent Econometric Analysis for the Right Audience.......2001-06-12
This is a book about financial economics, not day-trading. The techniques used is advanced econometric analysis, not technical charting. The purpose is to clarify some common myth about efficient market theory and the random walk hypothesis, not to show one how to pick stocks. Just like the authors' other book ("Econometrics of Financial Markets"), this one is of the highest high quality, and does a superb job on what it set out to be.
Some readers seem to be disappointed at this book by naively assuming what the title implies, as shown by some of the reviews here. They really can't blame anyone but themselves. Just because Burton Malkiel's classic didn't show us how to day trade doesn't mean a book with the opposite title will do so, nor did the authors ever claim that, either.
A non-random challenge to the random walk hypothesis.......2001-06-08
The random walk hypothesis, considered the bedrock of financial theory and modeling, is challenged in this collection of eleven papers by the authors. They attempt in these papers to show that the financial markets do contain a certain degree of predictability, and they illustrate this by both analyzing empirical data and with the development of various mathematical formalisms. It is always interesting when a given paradigm which is entrenched in the minds of a field's practicioners, is challenged and shown to be either inconsistent or not supporting the real facts. The authors make a strong case in this book against the inherent randomness of the financial markets, and they do so in a way that is very understandable. Also, after a consideration of their results, one can construct practical trading software packages that are based on financial models not using the random walk hypothesis. Thus their study is very useful from a practical, everyday trading point of view.
After a brief overview of the efficient markets hypothesis, in the next chapter the authors go right into the analysis of the efficient markets hypothesis by using a specification test based on variance estimators. They conclude from their results that the random walk model is not consistent with the behavior of weekly returns. Interestingly, they find large (negative) autocorrelations in security prices. They do not conclude though that all financial models based on the random walk hypothesis are invalid, but rather they use the specification test to study various stochastic price processes. Since volatilities do change over time, the authors are careful not to reject the random walk hypothesis because of heteroskedasticity; the test they do employ takes into account changing variances. They also discuss the possible role that non-trading practices may have on their conclusions. For the purely mathematical reader, they include in an Appendix to the chapter proofs of the theorems they used in the chapter.
In Chapter 3, the authors employ Monte Carlo simulations to study the variance ratio, Dickey-Fuller, and Box-Pierce tests under Gaussian null and heteroskedastic null hypotheses. They also consider the power of the variance ratio test against an AR(1) process, AR(1) + random walk, and an integrated AR(1) process models of asset price behavior. The discussion is very thorough, and they conclude that the variance ratio test is a viable tool to use for inference in financial modeling. Since they do inform the reader the particular packages they use to perform the Monte Carlo simulations, their results, which they report in tables in the chapter, can be straightforwardly checked.
A somewhat esoteric but very readable account of what has been called nonsynchronous trading is given in the next chapter. They begin the discussion by employing an interesting and elementary argument that explains very well the consequences of ignoring nonsynchronicity in the sampling of multiple time series. The authors list ten consequences of the presence of nonsynchronous trading and then study the empirical evidence for nontrading effects. Also, they give a brief summary of the implications of employing Markov chains to build dependence into the nontrading process, motivating readers to perform the necessary calculations on their own.
The next chapter focuses on contrarian investment strategies; namely one that takes advantage of negative serial dependence in asset returns. The authors summarize the data on autocorrelation properties and also present a formal model of a particular contrarian strategy. They conclude, interestingly, that a large portion of contrarian profits cannot be attributed to overreaction.
The most interesting chapter in the book is the next one on long-range dependence in stock market prices, for it is here that many alternative statistical techniques have been devised to study this dependence. The R/S statistic is modified and then used by the authors to test for long-range dependence in daily and monthly stock return indices. Surprisingly, they find that after correcting for short-range dependencies, there is no evidence of long-range dependence in this data.
The authors switch gears somewhat in Chapter 7, where they discuss deviations from the capital asset pricing model. They discuss effectively the two models which attempt to explain these differences, based on risk-based and nonrisk-based alternatives. These two models are proposed as alternatives to the multifactor asset pricing models that have been employed to explain deviations from CAPM.
In chapter 8, data-snooping biases are investigated using the theory of induced order statistics and tested with Monte Carlo simulations. The authors effectively convince the reader of the impact of data-snooping biases in asset pricing models, and how these biases arise from tendencies to focus on anomalous data.
Even more practical considerations are considered in Chapter 9, where the authors show how to maximize predictability in asset returns. They use a model of time-varying premiums to estimate what they call the maximally predictable portfolio, with this model using an out-of-sample rolling estimation technique to avoid data snooping problems. Monte Carlo simulations are again used to validate the results of the models. They emphasize in their conclusions that predictability does not imply market inefficiency.
Emphasizing the discreteness of real price data, the irregular timing of transaction prices, and the conditional nature of price changes, the authors develop in Chapter 10 a model that addresses these issues using what they call an ordered probit model. They conclude, using some interesting technical analysis with their model and its comparison with empirical data, that discreteness is important in financial modeling.
Chapter 11 is very empirical, wherein the authors study transaction data on the S&P 500 futures contracts with the goal of studying price behavior in relation to arbitrageur strategies. They conclude that on the average, mispricing increases with time to maturity and is path-dependent.
The last chapter of the book discusses the October 1987 stock market crash, with the goal of analyzing order imbalances and stock returns. They conclude that there are notable differences in the returns realized by stocks in the S&P index and those that are not, interestingly.
Thick but good.......2000-09-08
Andy Lo is one of the best minds in quant investing out there right now, and I should have expected this to be a challenging read. But it was a little heavy on the calculus even so. Thankfully it's well written enough that you can take the math for granted and still get a lot out.
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