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

Author
Falkenstein, Eric, 1965-
Published
Hoboken, N.J. : Wiley, [2009]
Copyright Date
©2009
Physical Description
vi, 298 pages : illustrations ; 24 cm.

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Series
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.
Subject(s)
ISBN
9780470445907 (cloth)
0470445904 (cloth)
Bibliography Note
Includes bibliographical references (pages 271-291) and index.
View MARC record | catkey: 5431239