
Expected Returns, 1st Edition
an investor's guide to harvesting market rewards
$97.60
- Hardcover
608 pages
- Release Date
3 February 2011
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 |
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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 |
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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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