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Ilmanen, Antti, 1961-

Expected returns : an investor's guide to harvesting market rewards / Antti Ilmanen. - Chichester, West Sussex, U.K. : Wiley, ©2011. - 1 online resource (xxi, 570 pages) : illustrations. - Wiley finance . - Wiley finance series. .

Series title from book jacket.

Includes bibliographical references (pages 527-550) and index.

Title Page; Copyright Page; Foreword; Dedication; Acknowledgments; Abbreviations and acronyms; Disclaimer; Part I -- Overview, historical returns, and academic theories; Chapter 1 -- Introduction; 1.1 HISTORICAL PERFORMANCE; 1.2 FINANCIAL AND BEHAVIORAL THEORIES: A BRIEF HISTORY OF IDEAS; 1.3 FORWARD-LOOKING INDICATORS; 1.4 VIEW-BASED EXPECTED RETURNS; 1.5 GENERAL COMMENTS ABOUT THE BOOK; 1.6 NOTES; Chapter 2 -- Whetting the appetite: Historical averages and forward-looking returns; 2.1 HISTORICAL PERFORMANCE SINCE 1990; 2.2 SAMPLE-SPECIFIC RESULTS: DEALING WITH THE PITFALLS.

"Beginning with comprehensive introduction and overview, Expected Returns goes on to analyze the historical record, give a roadmap of terminology, explore rational and behavioral theories, and look at alternative interpretations for return predictability. A series of case studies provide detailed analysis of assets (equity, bond and credit risk premia, as well as alternative asset classes), dynamic strategy styles (value, carry, momentum, volatility) and underlying risk factors (growth, inflation, liquidity and tail risks), before moving back to broader themes, including time-varying expected returns, and seasonal, cyclical and secular return patterns."--Dust jacket p. [2].

9781118467190 1118467191 9781119991748 1119991749 9781119990772 1119990777

04FD2399-8A59-4E66-8ACC-E336445A3996 OverDrive, Inc. http://www.overdrive.com

Rate of return.
BUSINESS & ECONOMICS--Investments & Securities--General.
Rate of return.

Electronic books.

HG4521 / .I56 2011eb


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