Capital Ideas Evolving (Hardcover)

Preface. A Note on Usage. Acknowledgments. 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. Notes. Bibliography. Index.