ISBN 13 : 978-0471731733

Sommaire : Contents

PART I. THE BEHAVIORAL ATTACK. Chapter 1. Who Could Design A Brain&.
PART II: THE THEORETICIANS.
Chapter 2. Paul A. Samuelson: The Worldly Philosopher. The Institutionalists.
Chapter 3. Robert C. Merton: Risk Is Not An Add-On.
Chapter 4. Andrew Lo: The Only Part Of Economics That Actually Works.
Chapter 5. Robert Shiller: The People's Risk Manager. The Engineers.
Chapter 6. Bill Sharpe: It's Dangerous To Think Of Risk As A Number.
Chapter 7. Harry Markowitz: You Have A Little World.
Chapter 8. Myron Scholes: Omega Has A Nice Ring To It.

PART III. THE PRACTITIONERS.
Chapter 9. Barclays Global Investors: It Was an Evangelical Undertaking.
Chapter 10. The Yale Endowment Fund: Uninstitutional Behavior.
Chapter 11. The Alpha Merry-Go-Round: We Don't See Expected Returns.
Chapter 12. Making Alpha Portable: A More Efficient Alpha Engine.
Chapter 13. Martin Leibowitz: CAPM In A New Suit Of Clothes.
Chapter 14. Goldman Sachs: I Know The Invisible Hand Is Still There.

PART IV. CAPITAL IDEAS TOMORROW.
Chapter 15. Capital Ideas Tomorrow.

Langue : Anglais

Edition : 2ème

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque