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Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein
| Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein |
| Autore | Falkenstein Eric <1965-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (307 p.) |
| Disciplina |
332
332.63/2042 |
| Collana | Wiley Finance |
| Soggetto topico |
Financial risk management
Rate of return Capital assets pricing model |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-12176-6
9786612121760 1-118-26693-5 0-470-49535-9 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910143128003321 |
Falkenstein Eric <1965->
|
||
| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein
| Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein |
| Autore | Falkenstein Eric <1965-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (307 p.) |
| Disciplina |
332
332.63/2042 |
| Collana | Wiley Finance |
| Soggetto topico |
Financial risk management
Rate of return Capital assets pricing model |
| ISBN |
1-282-12176-6
9786612121760 1-118-26693-5 0-470-49535-9 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910829807603321 |
|
Falkenstein Eric <1965->
|
||
| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein
| Finding alpha [[electronic resource] ] : the search for alpha when risk and return break down / / Eric Falkenstein |
| Autore | Falkenstein Eric <1965-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2009 |
| Descrizione fisica | 1 online resource (307 p.) |
| Disciplina |
332
332.63/2042 |
| Collana | Wiley Finance |
| Soggetto topico |
Financial risk management
Rate of return Capital assets pricing model |
| ISBN |
1-282-12176-6
9786612121760 1-118-26693-5 0-470-49535-9 |
| Classificazione | 83.03 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910876649003321 |
|
Falkenstein Eric <1965->
|
||
| Hoboken, N.J., : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||