Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein
Material type:
TextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2009Description: vi, 298 p. : ill. ; 24 cmISBN: - 9780470445907 (cloth)
- 0470445904 (cloth)
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Open Shelf
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UMPLIB GAMBANG | HG4521 .F35 2009 (Browse shelf(Opens below)) | 1 | Available | 0000046437 |
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