000			01572nam a2200313 a 4500
001			vtls000044571
003			KUKTEM
005			20251117150128.0
008			090917t2009 njua f b 001 0 eng d
020			_a9780470445907 (cloth)
020			_a0470445904 (cloth)
039		9	_a201107132318 _bVLOAD _c201005121133 _dfauzi _y200909171432 _znadia
040			_aUMP
090			_aHG4521 .F35 2009
100	1		_aFalkenstein, Eric
245	1	0	_aFinding alpha : _bthe search for alpha when risk and return break down / _cEric Falkenstein
260			_aHoboken, N.J. : _bWiley, _cc2009
300			_avi, 298 p. : _bill. ; _c24 cm.
490	1		_a[Wiley finance]
500			_aSeries statement from dust jkt
504			_aIncludes bibliographical references (p. 271-291) and index
505	0		_aRisk 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
650		0	_aFinancial risk management
650		0	_aRisk-return relationships
650		0	_aRate of return
650		0	_aCapital assets pricing model
830		0	_aWiley finance series
999			_aVIRTUA40 _c52010 _d52016
999			_aVTLSSORT0080*0200*0201*0400*0900*1000*2450*2600*3000*4900*5000*5040*5050*6500*6501*6502*6503*8300*9991