Bernstein, Peter L.
Capital ideas evolving / Peter L. Bernstein. - New Delhi ; Hoboken, N.J. : John Wiley & Sons, c2007. - xxii, 282 p. : ill. ; 24 cm.
Includes bibliographical references (p. 252-259) and index.
The behavioral attack -- Who could design a brain-- -- The strange paradox of behavioral finance : "neoclassical theory is a theory of sharks" -- The theoreticians -- Paul A. Samuelson : the worldly philosopher -- The institutionalists -- Robert C. Merton : "risk is not an add-on" -- Andrew Lo : "the only part of economics that really works" -- Robert Shiller : the people's risk manager -- The engineers -- Bill Sharpe : "it's dangerous to think of risk as a number" -- Harry Markowitz : "you have a little world" -- Myron Scholes : "omega has a nice ring to it" -- The practitioners -- Barclays Global Investors : "it was an evangelical undertaking" -- The Yale Endowment Fund : uninstitutional behavior -- CAPM II : the great alpha dream machine : we don't see expected returns -- Making alpha portable : "that's become the new mantra" -- Martin Leibowitz : CAPM in a new suit of clothes -- Goldman Sachs asset management : "I know the invisible hand is still there" -- Capital ideas tomorrow -- Nothing stands still.
9780470452493 (pbk) 9780471731733 (cloth) 0471731730 (cloth)
2006102237
GBA716242 bnb
013683401 Uk
Finance.
Investments.
Portfolio Management.
332.6 , A6/2 Niranjan Associates
Capital ideas evolving / Peter L. Bernstein. - New Delhi ; Hoboken, N.J. : John Wiley & Sons, c2007. - xxii, 282 p. : ill. ; 24 cm.
Includes bibliographical references (p. 252-259) and index.
The behavioral attack -- Who could design a brain-- -- The strange paradox of behavioral finance : "neoclassical theory is a theory of sharks" -- The theoreticians -- Paul A. Samuelson : the worldly philosopher -- The institutionalists -- Robert C. Merton : "risk is not an add-on" -- Andrew Lo : "the only part of economics that really works" -- Robert Shiller : the people's risk manager -- The engineers -- Bill Sharpe : "it's dangerous to think of risk as a number" -- Harry Markowitz : "you have a little world" -- Myron Scholes : "omega has a nice ring to it" -- The practitioners -- Barclays Global Investors : "it was an evangelical undertaking" -- The Yale Endowment Fund : uninstitutional behavior -- CAPM II : the great alpha dream machine : we don't see expected returns -- Making alpha portable : "that's become the new mantra" -- Martin Leibowitz : CAPM in a new suit of clothes -- Goldman Sachs asset management : "I know the invisible hand is still there" -- Capital ideas tomorrow -- Nothing stands still.
9780470452493 (pbk) 9780471731733 (cloth) 0471731730 (cloth)
2006102237
GBA716242 bnb
013683401 Uk
Finance.
Investments.
Portfolio Management.
332.6 , A6/2 Niranjan Associates