Expected Returns: An Investor's Guide to Harvesting Market Rewards

Expected Returns: An Investor's Guide to Harvesting Market Rewards

Author(s): Antti Ilmanen

Published Online: 25 MAY 2012 10:07AM EST

Print ISBN: 9781119990727

Online ISBN: 9781118467190

DOI: 10.1002/9781118467190

About this Book

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.

Table of contents

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  1. Part I: Overview, Historical Returns, and Academic Theories

  2. Part II: A Dozen Case Studies

  3. Part III: Back to Broader Themes

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    1. You have free access to this content
    1. You have free access to this content
    1. You have free access to this content

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