Normal View MARC View ISBD View

Finding alpha : the search for alpha when risk and return break down /

by Falkenstein, Eric,
Series: Wiley finance series Published by : Wiley, (Hoboken, NJ :) Physical details: vi, 298 p. : ill. ; 24 cm. ISBN: 0470445904 Subject(s): Financial risk management. | Risk-return relationships. | Rate of return. | Capital assets pricing model. Year: 2009
Tags from this library:
No tags from this library for this title.
Item type Location Call Number Status Notes Date Due
Book Book AUM Main Library 332.632042 F315 (Browse Shelf) Available JBC/2012/6152
Browsing AUM Main Library Shelves Close Shelf Browser
332.632042 C776Leadership risk : 332.632042 C776Leadership risk : 332.632042 D665Integrated pitchfork analysis : 332.632042 F315 Finding alpha : 332.632042 F334Quantitative equity investing : 332.632042 F334Quantitative equity investing :

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.

There are no comments for this item.

Log in to your account to post a comment.

English |