http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Fri, 12 Mar 2010 16:56:36 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/comment-page-1/#comment-169 All About Alpha » Blog Archives » William Sharpe: Institutional Asset Allocation Studies “Inferior” Thu, 21 Dec 2006 03:42:27 +0000 http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/#comment-169 [...] Alpha Male has just finished reading William Sharpe’s new book, “Investors and Markets“.  While it’s not an easy read (think second year university microeconomics), Sharpe is always relatively accessible when compared to others of his pedigree.  The book raises a number of issues that are relevant to this blog.  Over the next few weeks, we will attempt to do the book justice by touching on these various intersections.  [...] [...] Alpha Male has just finished reading William Sharpe’s new book, “Investors and Markets“.  While it’s not an easy read (think second year university microeconomics), Sharpe is always relatively accessible when compared to others of his pedigree.  The book raises a number of issues that are relevant to this blog.  Over the next few weeks, we will attempt to do the book justice by touching on these various intersections.  [...]

]]> http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/comment-page-1/#comment-54 Entropía en los Mercados Financieros » Bravo Mon, 23 Oct 2006 21:39:52 +0000 http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/#comment-54 [...] Con el lanzamiento de su nuevo libro, el profesor W. Sharpe viene a tumbar varios fundamentos de la teoría financiera moderna. Aquí artículo. El profesor admite que el modelo creado por él hace más de 40 años, el CAPM (Capital Asset Pricing Model) usado, estudiado y practicado por las Universidades e Instituciones Financieras tiene varias fallas, entre ellas: [...] [...] Con el lanzamiento de su nuevo libro, el profesor W. Sharpe viene a tumbar varios fundamentos de la teoría financiera moderna. Aquí artículo. El profesor admite que el modelo creado por él hace más de 40 años, el CAPM (Capital Asset Pricing Model) usado, estudiado y practicado por las Universidades e Instituciones Financieras tiene varias fallas, entre ellas: [...]

]]> http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/comment-page-1/#comment-39 Wednesday links: Sharpe thinking « Abnormal Returns Wed, 11 Oct 2006 17:22:34 +0000 http://allaboutalpha.com/blog/2006/10/10/rethinking-capm/#comment-39 [...] All About Alpha takes a closer look at a change in thinking about the CAPM by William Sharpe. [...] [...] All About Alpha takes a closer look at a change in thinking about the CAPM by William Sharpe. [...]

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