Falkenstein, Eric <br/><br/>
Finding alpha :  the search for alpha when risk and return break down / 
Eric Falkenstein 
 - Hoboken, N.J. :  Wiley,  c2009 
 - vi, 298 p. :  ill. ;  24 cm. 
 - [Wiley finance] .
 - Wiley finance series .
<br/><br/> Series statement from dust jkt 
<br/><br/>Includes bibliographical references (p. 271-291) and index 
<br/><br/>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 
<br/><br/><label>ISBN: </label>9780470445907 (cloth) 0470445904 (cloth) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial risk management<br/>Risk-return relationships<br/>Rate of return<br/>Capital assets pricing model