Description: Expected Returns : An Investor's Guide to Harvesting Market Rewards, Hardcover by Ilmanen, Antti, ISBN 1119990726, ISBN-13 9781119990727, Brand New, Free shipping in the US "Beginning with comprehensive introduction and overview, Expected Returns goes on to analyze the historical record, give a roadmap of terminology, explore rational and behavioral theories, and look at alternative interpretations for return predictability. A series of case studies provide detailed analysis of assets (equity, bond and credit risk premia, as well as alternative asset classes), dynamic strategy styles (value, carry, momentum, volatility) and underlying risk factors (growth, inflation, liquidity and tail risks), before moving back to broader themes, including time-varying expected returns, and seasonal, cyclical and secular return patterns."--Dust jacket p. [2].
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Book Title: Expected Returns : An Investor's Guide to Harvesting Market Rewar
Number of Pages: 608 Pages
Publication Name: Expected Returns : an Investor's Guide to Harvesting Market Rewards
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1.5 in
Publication Year: 2011
Subject: Finance / General, Investments & Securities / Analysis & Trading Strategies, Investments & Securities / General
Type: Textbook
Item Weight: 31.3 Oz
Subject Area: Business & Economics
Author: Antti Ilmanen
Item Length: 9.7 in
Item Width: 6.9 in
Series: The Wiley Finance Ser.
Format: Hardcover
