Capital ideas evolving / Peter L. Bernstein.
Material type: TextPublication details: 2007 John Wiley & Sons Hoboken, N.J. :Description: xxi+282ISBN:- 9780471731733
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
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Books | H.T. Parekh Library | GSB Collection | 332.6 BER (Browse shelf(Opens below)) | Available | 31363 |
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332.6 ACH Asset management : | 332.6 BER Investment management | 332.6 BER Capital ideas:The improbable origins of modern wall street. | 332.6 BER Capital ideas evolving / | 332.6 BLA Modern financial markets:Prices, yields, and risk analysis | 332.6 BOD Essentials of investments | 332.6 BOD Investments |
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.
recommended by Prof. Shankar/20/9/2007
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