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Finding alpha : the search for alpha when risk and return break down

Author: Eric Falkenstein
Publisher: Hoboken, N.J. : Wiley, ©2009.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Praise for Finding Alpha. "Eric Falkenstein is more than one of the smartest and funniest people in finance. He's been a banker, a key model builder at a major rating agency, and a hedge fund trader. In this tour de force, he outlines the successes and failures of financial theory applications in the real world from the perspective of an aggressive early adopter of the best ideas in finance. To this day, I think  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Falkenstein, Eric, 1965-
Finding alpha.
Hoboken, N.J. : Wiley, ©2009
(DLC) 2008053436
(OCoLC)294883414
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Eric Falkenstein
ISBN: 9780470495353 0470495359 9781118266939 1118266935 9780470495377 0470495375
OCLC Number: 428439228
Notes: Series statement from dust jkt.
Description: 1 online resource : illustrations.
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 --
Why we are inveterate benchmarkers --
Alpha, risk, and hope --
Examples of alpha --
Alpha games --
Alpha seeking applications --
Conclusion.
Series Title: Wiley finance series.
Responsibility: Eric Falkenstein.

Abstract:

An innovative guide to finding alpha in a world where risk usually does not correlate with higher returns Finding Alpha is a practical guide to achieving alpha when conventional measures of risk  Read more...

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