Bernstein, Peter L. creator text bibliography nju Hoboken, N.J John Wiley & Sons c2007 2007 monographic eng

print

xxii, 282 p. : ill. ; 24 cm. 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. Peter L. Bernstein. Includes bibliographical references (p. 252-259) and index. Finance Investments HG173 .B473 2007 658.15 9780471731733 (cloth) 0471731730 (cloth) 2006102237 http://www.loc.gov/catdir/toc/ecip077/2006102237.html http://www.loc.gov/catdir/enhancements/fy0741/2006102237-d.html http://www.loc.gov/catdir/enhancements/fy0741/2006102237-b.html http://www.loc.gov/catdir/toc/ecip077/2006102237.html http://www.loc.gov/catdir/enhancements/fy0741/2006102237-d.html http://www.loc.gov/catdir/enhancements/fy0741/2006102237-b.html DLC 061221 20080912133411.0 14678331