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Capital ideas evolving / Peter L. Bernstein.

By: Material type: TextTextPublication details: Hoboken, N.J. : John Wiley & Sons, c2007.Description: xxii, 282 p. : ill. ; 24 cmISBN:
  • 9780471731733 (cloth)
  • 0471731730 (cloth)
Subject(s): DDC classification:
  • 658.15 22 BEC
Online resources:
Contents:
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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Holdings
Item type Current library Call number Copy number Status Barcode
Books Books Central Library, SAU General Stacks 658.15 BEC (Browse shelf(Opens below)) 1 Available 0006317
Books Books Central Library, SAU General Stacks 658.15 BEC (Browse shelf(Opens below)) 2 Available 0006318

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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