4. Volatility, Risk, and Returns

  1. Eric Falkenstein

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266939.ch4

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) Volatility, Risk, and Returns, in Finding Alpha: The Search for Alpha When Risk and Return Break Down, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266939.ch4

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:

  • volatility;
  • asset classes;
  • business cycle;
  • risk preferences;
  • portfolio manager

Summary

This chapter contains sections titled:

  • Total Volatility and Cross-Sectional Returns

  • Beta-Sorted Portfolios

  • Call Options

  • Small Business

  • Mutual Funds

  • Futures

  • Currencies

  • World Country Returns

  • Corporate Bonds

  • The Long End of the Yield Curve

  • Distress Risk

  • Sports Books

  • Total Volatility and Expected Equity Index Returns

  • Uncertainty and Returns

  • IPOs

  • Trading Volume

  • Volatility as Shorthand for Risk