Finding alpha : the search for alpha when risk and return break down /
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 applicat...
| Main Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
[2009]
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| Series: | Wiley Online Library.
Wiley finance series. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| 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 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 Devente. |
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| Item Description: | Electronic resource. Series statement from dust jkt. |
| Physical Description: | 1 online resource : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 0470495359 (electronic bk.) 1118266935 (electronic bk.) 6612121769 9780470495353 (electronic bk.) 9781118266939 (electronic bk.) 9786612121760 |
| DOI: | 10.1002/9781118266939 |