If you're working in the effects panel and select a few keyframes, alt-drag will (as expected) duplicate those.

My issue here : when I release the mouse, after duplication, newly created keyframes aren't selected anymore, only the old ones are (see attached movie if you don't see where it's happening).

Thing is : most of the time, I want to adjust those NEW keyframes, not change the OLD keframes. And IF I wanted to duplicate them again, I would duplicate the new ones :)

If you try to keyframe a lot of effects, it really gets tedious, with a lot of vertical scrolling :)