Library of American University of Madaba
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Falkenstein, Eric, 1965-
Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein. - Hoboken, NJ : Wiley, 2009. - vi, 298 p. : ill. ; 24 cm. - Wiley finance series .
Series statement from dust jkt.
Includes bibliographical references (p. 271-291) and index.
Risk uncorrelated with returns -- The creation of the standard risk-return model -- An empirical arc -- Volatility, risk, and returns -- Investors do not mind their utility functions -- Is the equity risk premium zero? -- Undiminished praise of a vacuous theory -- Why relative utility generates zero-risk premiums -- Why we are inveterate benchmarkers -- Alpha, risk, and hope -- Examples of alpha -- Alpha games -- Alpha seeking applications -- Conclusion.
9780470445907 (cloth) 0470445904 (cloth)
Financial risk management.
Risk-return relationships.
Rate of return.
Capital assets pricing model.
HG4521
332.632042 / F315
Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein. - Hoboken, NJ : Wiley, 2009. - vi, 298 p. : ill. ; 24 cm. - Wiley finance series .
Series statement from dust jkt.
Includes bibliographical references (p. 271-291) and index.
Risk uncorrelated with returns -- The creation of the standard risk-return model -- An empirical arc -- Volatility, risk, and returns -- Investors do not mind their utility functions -- Is the equity risk premium zero? -- Undiminished praise of a vacuous theory -- Why relative utility generates zero-risk premiums -- Why we are inveterate benchmarkers -- Alpha, risk, and hope -- Examples of alpha -- Alpha games -- Alpha seeking applications -- Conclusion.
9780470445907 (cloth) 0470445904 (cloth)
Financial risk management.
Risk-return relationships.
Rate of return.
Capital assets pricing model.
HG4521
332.632042 / F315