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Capital ideas evolving
Author
Title
Capital ideas evolving / Peter L. Bernstein.
ISBN
9780471731733 (cloth)
0471731730 (cloth)
Published
Hoboken, N.J. : John Wiley & Sons, c2007.
Physical Description
xxii, 282 p., [8] p. of plates : ill., ports. ; 24 cm.
Format
Books
Language
English
Added to Catalog
May 17, 2007
Bibliography
Includes bibliographical references (p. 252-259) and index.
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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