03087nam 2200649Ia 450 991014312800332120211005204017.01-282-12176-697866121217601-118-26693-50-470-49535-9(CKB)1000000000765925(EBL)469383(OCoLC)428439228(SSID)ssj0000155165(PQKBManifestationID)11148922(PQKBTitleCode)TC0000155165(PQKBWorkID)10111682(PQKB)10074766(MiAaPQ)EBC469383(MiAaPQ)EBC4027118(EXLCZ)99100000000076592520081216d2009 uy 0engur|n|---|||||txtccrFinding alpha[electronic resource] the search for alpha when risk and return break down /Eric FalkensteinHoboken, N.J. Wileyc20091 online resource (307 p.)Wiley Finance ;v.511Description based upon print version of record.0-470-44590-4 Includes bibliographical references and index.FINDING ALPHA: The Search for Alpha When Risk and Return Break Down; Contents; Chapter 1: Risk Uncorrelated with Returns; Chapter 2: The Creation of the Standard Risk-Return Model; Chapter 3: An Empirical Arc; Chapter 4: Volatility, Risk, and Returns; Chapter 5: Investors Do Not Mind Their Utility Functions; Chapter 6: Is The Equity Risk Premium Zero?; Chapter 7: Undiminished Praise of a Vacuous Theory; Chapter 8: Why Relative Utility Generates Zero-Risk Premiums; Chapter 9: Why We Are Inveterate Benchmarkers; Chapter 10: Alpha, Risk, and Hope; Chapter 11: Examples of AlphaChapter 12: Alpha GamesChapter 13: Alpha Seeking Applications; Conclusion; Notes; IndexPraise for Finding Alpha ""Eric Falkenstein is more than one of the smartest and funniest people in finance. He's been a banker, a key model builder at a major rating agency, and a hedge fund trader. In this tour de force, he outlines the successes and failures of financial theory applications in the real world from the perspective of an aggressive early adopter of the best ideas in finance. To this day, I think Eric's private firm default model is one of the best papers ever published in applied finance, and this wonderful book falls into the same category.""-Donald R. Wiley FinanceFinancial risk managementRate of returnCapital assets pricing modelElectronic books.Financial risk management.Rate of return.Capital assets pricing model.332332.63/204283.03bclFalkenstein Eric1965-993880MiAaPQMiAaPQMiAaPQBOOK9910143128003321Finding alpha2275739UNINA