Capital ideas evolving / Peter L. Bernstein.
Material type: TextLanguage: English Publication details: Hoboken, N.J. : John Wiley & Sons, c2007.Description: xxii, 282 p. : ill. ; 24 cmISBN:- 9780471731733
- 0471731730
- 658.15 22 BEC 2007
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Books | Eastern University Library General Stacks | 658.15 BEC 2007 (Browse shelf(Opens below)) | Not For Loan | 10885 | ||
Books | Eastern University Library General Stacks | 658.15 BEC 2007 (Browse shelf(Opens below)) | Available | 10884 |
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.
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