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010   $a9786612121760
010   $a1-118-26693-5
010   $a0-470-49535-9
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035   $a(EBL)469383
035   $a(OCoLC)428439228
035   $a(SSID)ssj0000155165
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035   $a(PQKBTitleCode)TC0000155165
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100   $a20081216d2009      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFinding alpha$b[electronic resource] $ethe search for alpha when risk and return break down /$fEric Falkenstein
210   $aHoboken, N.J. $cWiley$dc2009
215   $a1 online resource (307 p.)
225 1 $aWiley Finance ;$vv.511
300   $aDescription based upon print version of record.
311   $a0-470-44590-4 
320   $aIncludes bibliographical references and index.
327   $aFINDING 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 Alpha
327   $aChapter 12: Alpha GamesChapter 13: Alpha Seeking Applications; Conclusion; Notes; Index
330   $aPraise for Finding Alpha ""Eric Falkenstein is more than one of the smartest and funniest people in finance. He's been a banker, a key model builder at a major rating agency, and a hedge fund trader. In this tour de force, he outlines the successes and failures of financial theory applications in the real world from the perspective of an aggressive early adopter of the best ideas in finance. To this day, I think Eric's private firm default model is one of the best papers ever published in applied finance, and this wonderful book falls into the same category.""-Donald R. 
410  0$aWiley Finance
606   $aFinancial risk management
606   $aRate of return
606   $aCapital assets pricing model
608   $aElectronic books.
615  0$aFinancial risk management.
615  0$aRate of return.
615  0$aCapital assets pricing model.
676   $a332
676   $a332.63/2042
686   $a83.03$2bcl
700   $aFalkenstein$b Eric$f1965-$0993880
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910143128003321
996   $aFinding alpha$92275739
997   $aUNINA