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· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780470452493
· 쪽수 : 312쪽
· 출판일 : 2009-05-01
목차
Preface.
A Note on Usage.
PART I: THE BEHAVIORAL ATTACK.
1. Who Could Design a Brain . . . .
2. The Strange Paradox of Behavioral Finance: “Neoclassical Theory Is a Theory of Sharks”,
PART II: THE THEORETICIANS,
3. Paul A. Samuelson: The Worldly Philosopher.
The Institutionalists.
4. Robert C. Merton: “Risk Is Not an Add-On”.
5. Andrew Lo: “The Only Part of Economics That Really Works”.
6. Robert Shiller: The People’s Risk Manager.
The Engineers.
7. Bill Sharpe: “It’s Dangerous to Think of Risk as a Number”.
8. Harry Markowitz: “You Have a Little World”.
9. Myron Scholes: “Omega Has a Nice Ring to It”.
PART III: THE PRACTITIONERS.
10. Barclays Global Investors: “It Was an Evangelical Undertaking”.
11. The Yale Endowment Fund: Uninstitutional Behavior.
12. CAPM II: The Great Alpha Dream Machine: We Don’t See Expected Returns.
13. Making Alpha Portable: “That’s Become the New Mantra”.
14. Martin Leibowitz: CAPM in a New Suit of Clothes.
15. Goldman Sachs Asset Management: “I Know the Invisible Hand Is Still There”.
PART IV: CAPITAL IDEAS TOMORROW.
16. Nothing Stands Still.
Notes.
Bibliography.
Acknowledgments.
Index.
