13. Alpha Seeking Applications

  1. Eric Falkenstein

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266939.ch13

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 Seeking Applications, in Finding Alpha: The Search for Alpha When Risk and Return Break Down, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266939.ch13

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:

  • lower-than-average returns;
  • index funds;
  • active funds;
  • volatility and returns;
  • asset management

Summary

This chapter contains sections titled:

  • Minimum Volatility Portfolio

  • Beta Arbitrage

  • Investing in Anomalies

  • Safety Investing

  • Hope Investing

  • Relative Risk and Bubbles

  • Capital Finding Alpha Strategies

  • Search for Alpha