Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein
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| Autore: |
Falkenstein Eric <1965->
|
| Titolo: |
Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein
|
| Pubblicazione: | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica: | 1 online resource (307 p.) |
| Disciplina: | 332 |
| 332.63/2042 | |
| Soggetto topico: | Financial risk management |
| Rate of return | |
| Capital assets pricing model | |
| Soggetto genere / forma: | Electronic books. |
| Classificazione: | 83.03 |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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 Alpha |
| Chapter 12: Alpha GamesChapter 13: Alpha Seeking Applications; Conclusion; Notes; Index | |
| Sommario/riassunto: | Praise 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. |
| Titolo autorizzato: | Finding alpha |
| ISBN: | 1-282-12176-6 |
| 9786612121760 | |
| 1-118-26693-5 | |
| 0-470-49535-9 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910143128003321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley Finance