5. Rational theories on expected return determination

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch5

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) Rational theories on expected return determination, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch5

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:

  • expected return determination;
  • supply-demand effects;
  • risk premia;
  • financial crises;
  • investors

Summary

This chapter contains sections titled:

  • The old world

  • The new world

  • Detour: a brief survey of the efficient markets hypothesis

  • Notes