MARC Record from Library of Congress

LEADER: 01214nam a22002538a 4500
001 2008053436
003 DLC
005 20081230111215.0
008 081216s2009 nju b 001 0 eng
010 $a 2008053436
020 $a9780470445907 (cloth)
040 $aDLC$cDLC
050 00 $aHG4521$b.F315 2009
082 00 $a332.63/2042$222
100 1 $aFalkenstein, Eric,$d1965-
245 10 $aFinding alpha :$bthe search for alpha when risk and return break down /$cEric Falkenstein.
260 $aHoboken, N.J. :$bWiley,$cc2009.
263 $a0907
300 $ap. cm.
504 $aIncludes bibliographical references and index.
505 0 $aRisk uncorrelated with returns -- The creation of the standard risk-return model -- An empirical arc -- Volatility, risk, and returns -- Investors do not mind their utility functions -- Is the equity risk premium zero? -- Undiminished praise of a vacuous theory -- Why relative utility generates zero risk premiums -- The argument for relative status utility -- Alpha, risk, and hope -- Examples of alpha -- Alpha games -- Alpha seeking applications -- Conclusion.
650 0 $aFinancial risk management.
650 0 $aRate of return.
650 0 $aCapital assets pricing model.