Expected Returns by Antti Ilmanen

Expected Returns

An Investor's Guide to Harvesting Market Rewards

Antti Ilmanen

Wiley · Print & ebook · March 21, 2011

This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments.

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Themes
Investment return forecasting, Market risk factors, Risk-based and behavioral theories
Genres
Investment & Trading Strategies, Portfolio Management, Forecasting
Published
Wiley, March 21, 2011

Who it’s for

  • Readers seeking tools to forecast returns across investments
  • Readers interested in risk factors and investment strategies

About this book

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.

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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.

Where it sits

Investment & Trading Strategies63%
Portfolio Management46%
Forecasting35%

Percentages are BookFrontier’s reading of the book.

Publisher categories

  • Finance
  • Investing
  • Investment & Trading Strategies
Authors
Antti Ilmanen
Publisher
Wiley
Published
March 21, 2011
Format
Print & ebook
Theme
Investment return forecasting · Market risk factors · Risk-based and behavioral theories
Reading lane
Finance