An edition of Finding alpha
(2009)
Finding alpha
the search for alpha when risk and return break down
by Eric Falkenstein
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| Edition | Availability |
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1
Finding alpha: the search for alpha when risk and return break down
2009, Wiley
in English
0470445904 9780470445907
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Book Details
Table of Contents
Risk 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.
Edition Notes
Includes bibliographical references and index.
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| January 4, 2023 | Edited by MARC Bot | import existing book |
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