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 |
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 |
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 | ||
|