Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.
Material type: TextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, c2009.Description: vi, 298 p. : ill. ; 24 cmISBN:- 9780470445907 (cloth)
- 0470445904 (cloth)
- 332.63/2042 22
- HG4521 .F315 2009
- 83.03
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Book | Ahmedabad | 332.632042 F2F4 (Browse shelf(Opens below)) | Available | 181311 |
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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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