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

By: Falkenstein, Eric, 1965-.
Series: Wiley finance series: Publisher: Hoboken, N.J. : Wiley, c2009Description: vi, 298 p. : ill. ; 24 cm.ISBN: 9780470445907; 0470445904.Subject(s): Financial risk management | Risk-return relationships | Rate of return | Capital assets pricing modelDDC classification: 332.63/2042 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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Item type Current location Call number Copy number Status Date due Barcode Item holds
Book SKOLKOVO Library
Shelves 		HG4521 .F315 (Browse shelf) 1 Available 2000001260
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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