Finding alpha : the search for alpha when risk and return break down
Eric Falkenstein
| Year of publication: |
c2009
|
|---|---|
| Authors: | Falkenstein, Eric G. |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Investitionsrisiko | Investment risk | CAPM | Portfolio-Management | Portfolio selection | Anlageverhalten | Risikomanagement | Return on Investment | Alpha <Rendite> |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VI, 298 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index 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. 0907 |
| ISBN: | 978-0-470-44590-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003789123