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Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.
Material type:
TextReference number: 2008053436Series: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2009. Description: vi, 298 p. : ill. ; 24 cmISBN: 9780470445907; 0470445904Subject(s): Financial risk management | Risk-return relationships | Rate of return | Capital assets pricing modelDDC classification: 332.63/2042 LOC classification: HG4521 | .F315 2009Other classification: 83.03
Contents:
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.
| Item type | Current library | Class number | Copy number | Status | Date due | Barcode | Item reservations | |
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Main Library General Shelves | HG4521 .F315 (Browse shelf(Opens below)) | 1 | Available | 2000001260 |
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| HG4521 .B37 The nature of trends : | HG4521 .B562 How to invest in structured products : | HG4521 .B63 Investments / | HG4521 .F315 Finding alpha : | HG4521 .F59 Paths to wealth through common stocks / | HG4521 .G16 The business of value investing : | HG4521 .G665 The intelligent investor : |
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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