Expected Returns: An Investor´s Guide to Harvesting Market Rewards
Antti Ilmanen
€ 65.70
FREE Delivery in Ireland
Description for Expected Returns: An Investor´s Guide to Harvesting Market Rewards
Hardcover. This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Series: Wiley Finance Series. Num Pages: 592 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 245 x 177 x 38. Weight in Grams: 1156.
This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights.
This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights.
Product Details
Format
Hardback
Publication date
2011
Publisher
John Wiley & Sons Inc United States
Number of pages
592
Condition
New
Series
Wiley Finance Series
Number of Pages
608
Place of Publication
New York, United States
ISBN
9781119990727
SKU
V9781119990727
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-7
About Antti Ilmanen
Antti Ilmanen is a Principal at AQR Capital Management, a leading global investment-management firm. Since starting as a central bank portfolio manager in Finland in 1986, Antti has worn many hats to bridge academic finance and practitioner investing. Having earned a finance PhD in 1994 from the University of Chicago Graduate School of Business, he spent a decade at Salomon ... Read more
Reviews for Expected Returns: An Investor´s Guide to Harvesting Market Rewards
"Every investor will find something of value in this book" (Professional Investor, October 2015)