Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.
Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.
Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.
About this item
Full title
Author / Creator
Publisher
Hoboken, N.J. : Wiley, c2009.
Call Numbers
N332.63204/6
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
vi, 298 p. : ill. ; 24 cm.
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...
Publication information
Publisher
Hoboken, N.J. : Wiley, c2009.
Series
Place of Publication
New Jersey
Date Published
c2009.
Subjects
More information
Alternative Titles
Full title
Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.
Authors, Artists and Contributors
Author / Creator
Notes
General note
[Wiley finance]
Series statement from dust jkt.
Includes bibliographical references (p. 271-291) and index.
STUDY ON DETERMINING RISK WHEN THE CAPITAL ASSETS PRICING MODEL IS UNRELIABLE.
Contextual Information
Date Copyright
c2009.
Identifiers
Primary Identifiers
Call Numbers
N332.63204/6
Record Identifier
74VvOpzKbgwX
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvOpzKbgwX
Other Identifiers
ISBN
0470445904 (cloth)
9780470445907 (cloth)
DDC
332.632042
MMS ID
991008340959702626
