Eric Falkenstein

Eric Falkenstein
Contributor since: 2009
FX Carry Trade Is Back
Embedded Leverage And Returns
Is Low Vol A Beta Phenomenon?
Banks Still In Negative Vega Zone
More Volatility-Return Evidence
Zero Risk Premium In Venture Funds
Who Gets The Equity Risk Premium?
The VXX Is Expensive Again
Identifying Portfolio Risk: Characteristics Vs. Factors
What Happened To Momentum?
Cochrane On Alpha-Beta
Real Investors Lag Indices