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Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.

By: Material type: TextTextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2009.Description: vi, 298 p. : ill. ; 24 cmISBN:
  • 9780470445907 (cloth)
  • 0470445904 (cloth)
Subject(s): DDC classification:
  • 332.63/2042 22
LOC classification:
  • HG4521 .F315 2009
Other classification:
  • 83.03
Contents:
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Book Book Ahmedabad 332.632042 F2F4 (Browse shelf(Opens below)) Available 181311
Total holds: 0

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.

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