Library of American University of Madaba
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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
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| Item type | Location | Call Number | Status | Notes | Date Due |
|---|---|---|---|---|---|
 Book |
AUM Main Library | 332.632042 F315 (Browse Shelf) | Available | JBC/2012/6152 |
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.
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