Business & Economics Books:

Expected Returns

An Investor's Guide to Harvesting Market Rewards
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Hardback
$95.99
RRP:
$105.95 save $9.96
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks

Buy Now, Pay Later with:

Afterpay is available on orders $100 to $2000 Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 24 Jun - 4 Jul using International Courier

Description

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.

Author Biography:

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.
Release date Australia
February 4th, 2011
Author
Audience
  • Professional & Vocational
Contributor
  • Foreword by Clifford Asness
Pages
608
Dimensions
175x249x38
ISBN-13
9781119990727
Product ID
8981788

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...