12. Alpha Games

  1. Eric Falkenstein

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266939.ch12

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) Alpha Games, in Finding Alpha: The Search for Alpha When Risk and Return Break Down, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266939.ch12

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:

  • risk management;
  • alpha;
  • volatility;
  • frequency data;
  • portfolio managers

Summary

This chapter contains sections titled:

  • Benign Deception

  • The Favor Bank

  • Managerial Alpha

  • The Alpha in Risk Management

  • A Singular Risk Management Decision

  • Risk Management Like Audit

  • Overpaid Alpha Deceptors

  • Investor Meets Alpha