This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights.

Item Information Item Information

Format: Hardcover
Author: Ilmanen, Antti
ISBN: 9781119990727
Condition: New
Dimensions: 9.80 x 1.60
Number Of Pages: 608
Publication Year: 2011

Language: English

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

Available Offers

Overview

Customer Reviews