书目详细信息
： Finding alpha :
书目信息 机读格式(MARC)
| ISBN： | 9780470445907 (cloth) |
|---|---|
| 编目源： | DLC DLC |
| 个人名称： | Falkenstein, Eric,1965- |
| 题名： | Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein. |
| 索书号： | F830.9/F192E |
| 出版发行项： | Hoboken, N.J. : Wiley, c2009. |
| 载体形态： | 298p. ; 24 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |