Eric G. Falkenstein’s Followers (3)

Eric G. Falkenstein

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Eric G. Falkenstein’s books

Average rating: 3.86 · 111 ratings · 8 reviews · 3 distinct works • Similar authors

	The Missing Risk Premium: Why Low Volatility Investing Works 3.93 avg rating — 71 ratings — published 2012 — 2 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Finding Alpha: The Search for Alpha When Risk and Return Break Down 3.75 avg rating — 40 ratings — published 2009 — 10 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	By Falkenstein, Eric G. The Missing Risk Premium: Why Low Volatility Investing Works Paperback - August 2012 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars

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Quotes by Eric G. Falkenstein (?)

“CTA performance dropped from 12.6 percent to 4.9 percent using both backfill and survivorship bias adjustments,”
― Eric G. Falkenstein, The Missing Risk Premium: Why Low Volatility Investing Works

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“CAPM pioneer Bill Sharpe remarked, “I have concluded that I may never see an empirical result that will convince me that it disconfirms any theory,” which reiterated Fischer Black’s (1993) feeling, “I find theory to be far more powerful than data.”
― Eric G. Falkenstein, The Missing Risk Premium: Why Low Volatility Investing Works

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“Simon Lack notes that over the 1998-2010 period, a whopping 97% of the dollar profits generated by the hedge fund industry”
― Eric G. Falkenstein, The Missing Risk Premium: Why Low Volatility Investing Works

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