| Description |
vi, 298 pages : illustrations ; 24 cm |
| Series |
[Wiley finance] |
|
Wiley finance series.
|
| 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 |
| Bibliography |
Includes bibliographical references (pages 271-291) and index |
| Subject |
Financial risk management.
|
|
Rate of return.
|
|
Capital assets pricing model.
|
| LC no. |
2008053436 |
| ISBN |
9780470445907 cloth |
|
0470445904 cloth |
|
