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Capital ideas evolving / Peter L. Bernstein.

By: Bernstein, Peter L.
Material type: materialTypeLabelBookPublisher: Hoboken, N.J. : John Wiley & Sons, c2007Description: xxii, 282 p. : ill. ; 24 cm.ISBN: 9780471731733 ; 0471731730 .Subject(s): Finance | InvestmentsDDC classification: 658.15 Online resources: Table of contents only | Publisher description | Contributor biographical information
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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Item type Current location Call number Status Date due Barcode
Books Books Eastern University Library
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658.15 BEC 2007 (Browse shelf) Not For Loan 10885
Books Books Eastern University Library
General Stacks
658.15 BEC 2007 (Browse shelf) 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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