21. Forward-looking measures of asset returns

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch21

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) Forward-looking measures of asset returns, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch21

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:

  • asset returns;
  • dividend yields;
  • yield curve steepness;
  • asset classes;
  • forward-looking return signals

Summary

This chapter contains sections titled:

  • Popular value and carry indicators and their pitfalls

  • Building blocks of expected returns

  • Notes