01572nam a2200313 a 4500 vtls000044571 KUKTEM 20251117150128.0 090917t2009 njua f b 001 0 eng d 9780470445907 (cloth) 0470445904 (cloth) 201107132318 VLOAD 201005121133 fauzi 200909171432 nadia UMP HG4521 .F35 2009 Falkenstein, Eric 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] 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 Financial risk management Risk-return relationships Rate of return Capital assets pricing model Wiley finance series 0 0 0 0 10000 10000 2019-09-04 260.28 0 HG4521 .F35 2009 0000046437 2019-09-04 00:00:00 1 260.28 2019-09-04 OPEN VIRTUA40 52010 52016 VTLSSORT0080*0200*0201*0400*0900*1000*2450*2600*3000*4900*5000*5040*5050*6500*6501*6502*6503*8300*9991