IMIST


Finding alpha (notice n° 7210)

000 -LEADER
fixed length control field 03597nam a2200277 u 4500
001 - CONTROL NUMBER
control field UNI0000314
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20161123111302.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130509s2009 XX eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0470445904 (hardcover)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470445907 (hardcover)
040 ## - CATALOGING SOURCE
Original cataloging agency DCLC
040 ## - CATALOGING SOURCE
Modifying agency IMIST
Description conventions AFNOR
041 1# - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.632042
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Falkenstein, Eric.
245 #0 - TITLE STATEMENT
Title Finding alpha
Remainder of title the search for alpha when risk and return break down
Statement of responsibility, etc Eric Falkenstein.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc [S.l.]
Name of publisher, distributor, etc Wiley
Date of publication, distribution, etc 2009.
300 ## - PHYSICAL DESCRIPTION
Extent 298 p.
Dimensions 24 cm.
490 1# - SERIES STATEMENT
Series statement Wiley finance.
500 ## - GENERAL NOTE
General note 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 Eric's private firm default model is one of the best papers ever published in applied finance, and this wonderful book falls into the same category." — Donald R. van Deventer, PhD , founder and Chief Executive Officer, Kamakura Corporation "People dismissed Columbus when he said the world was round. Thank goodness he persisted. Like Columbus, Falkenstein challenges standard thinking, only this time about risk and reward. As the meltdown of the capital markets has shown, the financial industry clearly missed something with regard to risk management. As an industry, we need to consider alternative theories on risk, and clearly Falkenstein is on to something here. Agree with him or not, Finding Alpha is worth a read." — Kevin M. Blakely , President and CEO,The Risk Management Association "Writing through the lens of an experienced practitioner, Falkenstein digests decades of research in capital markets, financial economics, and investment psychology that have shaped modern investment theory. This text is an excellent companion for portfolio managers, investment students, or anyone seeking to better understand the relationship between risk, returns, and financial reward." — Todd Houge, PhD, CFA , The University of Iowa How do we find alpha whenrisk does not correlate with return? Finding Alpha is a practical guide to achieving alpha when conventional measures of risk rarely correlate with higher returns. Author Eric Falkenstein-a PhD who has also been a risk manager and portfolio manager—tells the story of alpha from its beginnings to its current reversal, where risk is now evidenced by return as opposed to vice versa. Falkenstein begins by walking readers through the Capital Asset Pricing Model (CAPM), as well as other well-documented theories about risk and return, and explores how these theories measure up to current empirical evidence being documented by researchers and academics. He also outlines a novel approach to the issues of how benchmark risk and investor overconfidence affects expected asset returns, how to understand the nature of alpha and risk, and how to use practical applications of alpha-seeking strategies that he developed as a successful hedge fund manager. Finding Alpha concludes by outlining some real-life applications of alpha in finance and explains how the search for alpha affects the day-to-day life of all financial professionals.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Capital assets pricing model
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk management
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Rate of return
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk-return relationships
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        La bibliothèque des Sciences Juridiques, Economiques et de Gestion La bibliothèque des Sciences Juridiques, Economiques et de Gestion   19476   332.632 042 FAL 0000000017252 11/23/2016 11/23/2016 Livre
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