TY  - BOOK
AU  - Falkenstein,Eric
TI  - Finding alpha: the search for alpha when risk and return break down 
T2  - [Wiley finance]
SN  - 9780470445907 (cloth)
PY  - 2009///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - Financial risk management
KW  - Risk-return relationships
KW  - Rate of return
KW  - Capital assets pricing model
N1  - 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
ER  -