7. Alternative interpretations for return predictability

  1. Antti Ilmanen

Published Online: 25 MAY 2012

DOI: 10.1002/9781118467190.ch7

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) Alternative interpretations for return predictability, in Expected Returns: An Investor's Guide to Harvesting Market Rewards, John Wiley & Sons, Ltd., Chichester, West Sussex, UK. doi: 10.1002/9781118467190.ch7

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:

  • return predictability;
  • risk premia;
  • investment implications;
  • investment opportunities;
  • market inefficiencies;
  • investment strategies

Summary

This chapter contains sections titled:

  • Risk premia or market inefficiency

  • Data mining and other “mirage” explanations

  • Notes