Expected Returns

Name: Expected Returns
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SKU: 9781119990727
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An Investor's Guide to Harvesting Market Rewards

By Antti Ilmanen

Series: The Wiley Finance Series

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4.38

( 368 ratings, 20 reviews)

Summary

Expected Returns by Antti Ilmanen is an insightful guide into the factors that drive financial returns across a wide range of asset classes. The book systematically explores sources of risk, reward, and the practical challenges that investors face. Ilmanen fuses financial theory with empirical data to equip readers with comprehensive tools to anticipate and react to investment opportunities.
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Format: Hardback

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Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book may appeal to you if you're fascinated by financial markets and want to understand predicting returns across different asset classes. The author provides a comprehensive analysis of how to assess risk factors, market timing, and strategies to maximise investment performance. Ideal for finance professionals and serious investors seeking to deepen their knowledge of investment principles.

Expected Returns

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.

Description

Expected Returns explores the expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives. 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 behavioural theories, and practical insights.

Series: The Wiley Finance Series

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Book Hero Magic summarised reviews for this book. While it's new and still learning, it may not be perfect - your feedback is welcome! HOW HAS THIS BEEN REVIEWED?

Expected Returns is widely praised for its insightful analysis and clear presentation of complex financial concepts. Reviewers commend the author's ability to articulate sophisticated strategies and provide a comprehensive guide to understanding and evaluating expected returns in various asset classes.

Book Details

INFORMATION

ISBN: 9781119990727

Publisher: John Wiley & Sons Inc

Format: Hardback

Date Published: 04 February 2011

Country: United States

Imprint: John Wiley & Sons Inc

Contributors:

Foreword by Clifford Asness

Audience: Professional and scholarly

DIMENSIONS

Spine width: 36.0mm

Width: 175.0mm

Height: 249.0mm

Weight: 930g

Pages: 608

Collections

Antti Ilmanen Finance & Economics Finance & Investment Non-Fiction Series: The Wiley Finance Series

About the Author

Antti Ilmanen is a Principal at AQR Capital Management, a leading global investment-management firm. Since starting as a central bank portfolio manager in Finland in 1986, Antti has worn many hats to bridge academic finance and practitioner investing. Having earned a finance PhD in 1994 from the University of Chicago Graduate School of Business, he spent a decade at Salomon Brothers/Citigroup as a bond researcher, strategist, managing director and a trader. Before joining Brevan Howard in 2004, Antti had published extensively in finance and investment journals and had received a Graham & Dodd scroll and the Bernstein Fabozzi/Jacobs Levy award for his articles. Over the years, Antti has advised many institutional investors, most regularly Norway's Government Pension Fund Global on its long-run investment strategy.