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LEADER 02418cam a22005534a 4500

001 ocn294883414;

003 OCoLC;

005 20141212045009.0;

008 081216s2009 njua b 001 0 eng ;

010 a| 2008053436;

015 a| GBA9446042| bnb;

016 7 a| 0151749842| Uk;

020 a| 9780470445907 (cloth);

020 a| 0470445904 (cloth);

029 1 a| NLGGCb| 320089681;

029 1 a| CDXb| 9454565;

029 1 a| BWXb| R4793604;

029 1 a| AU@b| 000043718145;

035 a| (Sirsi) o294883414;

035 a| (OCoLC)294883414;

049 a| EREE;

050 00 a| HG4521b| .F315 2009;

082 00 a| 332.63/20422| 22;

084 a| 83.032| bcl;

100 1 a| Falkenstein, Eric,d| 1965-=| ^A1003263;

245 10 a| Finding alpha :b| the search for alpha when risk and return break down /c| Eric Falkenstein.;

300 a| vi, 298 pages :b| illustrations ;c| 24 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| [Wiley finance];

500 a| Series statement from dust jkt.;

504 a| Includes bibliographical references (p. 271-291) and index.;

505 0 a| 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.;

650 0 a| Financial risk management.=| ^A714381;

650 0 a| Rate of return.=| ^A139608;

650 0 a| Capital assets pricing model.=| ^A87368;

830 0 a| Wiley finance series.=| ^A517226;

949 a| HG4521 .F315 2009h| JOYNER48o| jawwi| 30372015215921;

994 a| C0b| ERE;

938 a| YBP Library Servicesb| YANKn| 2973315;

938 a| Baker and Taylorb| BTCPn| BK0008390859;

938 a| Coutts Information Servicesb| COUTn| 9454565c| 95.00 USD;

938 a| Blackwell Book Serviceb| BBUSn| R4793604c| $95.00;

596 a| 1;

998 a| 2153664;

999 a| HG4521 .F315 2009w| LCc| 1i| 30372015215921d| 4/11/2022l| JGESm| JOYNERq| 2r| Ys| Yt| JGESBKu| 1/19/2010x| BOOKz| JSTACKSo| .STAFF. jaww;

Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.

Author/creator	Falkenstein, Eric, 1965-
Format	Book
Publication Info	Hoboken, N.J. : Wiley, ©2009.
Description	vi, 298 pages : illustrations ; 24 cm.
Subjects	Financial risk management. Rate of return. Capital assets pricing model.

Series	[Wiley finance] Wiley finance series. ^A517226
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.
General note	Series statement from dust jkt.
Bibliography note	Includes bibliographical references (p. 271-291) and index.
LCCN	2008053436
ISBN	9780470445907 (cloth)
ISBN	0470445904 (cloth)

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Library	Location	Call Number	Status	Item Actions
Joyner	General Stacks	HG4521 .F315 2009	✔ Available	Place Hold

Finding alpha : the search for alpha when risk and return break down / Eric Falkenstein.

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