عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470445907 (cloth)
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Eric Falkenstein
Title Proper
Finding alpha
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
vi, 298 p.
SERIES
Series Title
[Wiley finance]
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 271-291) and index.
CONTENTS NOTE
Text of Note
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.
OTHER VARIANT TITLES
Variant Title
the search for alpha when risk and return break down
TOPICAL NAME USED AS SUBJECT
Entry Element
Financial risk management
Entry Element
Risk-return relationships
Entry Element
Rate of return
Entry Element
Capital Assets Pricing Model
OTHER CLASS NUMBERS
Class number
332
.
632042
,
F192f
,
2009
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Entry Element
Falkenstein, Eric,1965-
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
Eric Falkenstein
