11. Examples of Alpha

  1. Eric Falkenstein

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266939.ch11

Finding Alpha: The Search for Alpha When Risk and Return Break Down

Finding Alpha: The Search for Alpha When Risk and Return Break Down

How to Cite

Falkenstein, E. (2009) Examples of Alpha, in Finding Alpha: The Search for Alpha When Risk and Return Break Down, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266939.ch11

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 15 JUN 2009

ISBN Information

Print ISBN: 9780470445907

Online ISBN: 9781118266939

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Keywords:

  • alpha;
  • lower returns;
  • expected returns;
  • William Bernstein;
  • investors

Summary

This chapter contains sections titled:

  • Finding the Right Alpha

  • Arbitraging Put-Call Parity

  • Convexity Trade in Futures and Swaps

  • Pairs and Mean Reversion

  • Fund Innovations

  • Convertible Bonds

  • Long and Short Equity Hedge Funds

  • Automating Activities

  • Conclusion