Expected Returns, 1st Edition, 9781119990727
Hardcover
Unlock investment success: Forecast returns, manage risks, and reap rewards.

Expected Returns, 1st Edition

an investor's guide to harvesting market rewards

$97.60

  • Hardcover

    608 pages

  • Release Date

    3 February 2011

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Summary

Mastering Expected Returns: A Toolkit for Investment Success

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 als…

Book Details

ISBN-13:9781119990727
ISBN-10:1119990726
Series:The Wiley Finance Series
Author:Antti Ilmanen, Clifford Asness
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Hardcover
Number of Pages:608
Edition:1st
Release Date:3 February 2011
Weight:885g
Dimensions:246mm x 175mm x 38mm
What They're Saying

Critics Review

‘…insightful and wonderfully lucid book’. (Economist, April 2011).

“Every investor will find something of value in this book” (Professional Investor, October 2015)

About The Author

Antti Ilmanen

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.

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