Expected Returns: An Investor's Guide to Harvesting Market Rewards
by Antti Ilmanen
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Description
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 show more with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights. show lessTags
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A first class book on expected returns - it covers everything in one masterly reference. It's more a text book than an easy read, and may be off-putting if you start at the beginning and start turning pages. However, if you dip in and pull out the parts which interest you, you will find much to feast on.
It also has an excellent bibliography.
It also has an excellent bibliography.
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3 Works 131 Members
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- Members
- 86
- Popularity
- 371,462
- Reviews
- 1
- Rating
- (4.38)
- Languages
- English
- Media
- Paper, Ebook
- ISBNs
- 6
- ASINs
- 2
