3. An Empirical Arc

  1. Eric Falkenstein

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266939.ch3

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) An Empirical Arc, in Finding Alpha: The Search for Alpha When Risk and Return Break Down, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266939.ch3

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:

  • newtonian mechanics;
  • mutual funds;
  • managerial expertise;
  • war production;
  • Merton Miller

Summary

This chapter contains sections titled:

  • The Beginning of the End of CAPM

  • APT Tests

  • Fama and French Put a Fork in the CAPM

  • Serial Changes to APT

  • Skewness

  • Analogy to Business Cycle Forecasting

  • Summary