2. Whetting the appetite: Historical averages and forward-looking returns

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch2

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

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

How to Cite

Ilmanen, A. (2011) Whetting the appetite: Historical averages and forward-looking returns, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch2

Publication History

  1. Published Online: 25 MAY 2012
  2. Published Print: 21 MAR 2011

ISBN Information

Print ISBN: 9781119990727

Online ISBN: 9781118467190

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Keywords:

  • forward-looking returns;
  • performance statistics;
  • market risk;
  • average returns;
  • investment analysis

Summary

This chapter contains sections titled:

  • Historical performance since 1990

  • Sample-specific results: Dealing with the pitfalls

  • Forward-looking return indicators

  • Notes