26. Cyclical variation in asset returns

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch26

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) Cyclical variation in 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.ch26

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;
  • business cycles;
  • risky assets;
  • growth environment;
  • inflation conditions

Summary

This chapter contains sections titled:

  • Typical behavior of realized returns and ex ante indicators through the business cycle

  • Typical behavior of realized returns and ex ante indicators across different economic regimes

  • Notes