Can the art and science of investment management be reduced to a set of patterns that markets generally follow, in apparent violation of the efficient market . Can the art and science of investment management be reduced to a set of patterns that markets generally follow, in apparent violation of the. Expected Returns: An Investor’s Guide to Harvesting Market Rewards. Author(s). Antti Ilmanen. First published May Print ISBN

Author: Dazahn Mibar
Country: Panama
Language: English (Spanish)
Genre: Love
Published (Last): 14 January 2010
Pages: 296
PDF File Size: 11.8 Mb
ePub File Size: 6.84 Mb
ISBN: 318-8-13340-230-7
Downloads: 47758
Price: Free* [*Free Regsitration Required]
Uploader: Dikora

Expected Returns: An Investor’s Guide to Harvesting Market Rewards

Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights. No trivia or quizzes yet. Book ratings by Goodreads. Nov 27, Rishi Singh rated it it was amazing. Goodreads helps you keep track of books you want to read.

This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Trivia About Expected Returns If you like aantti and love to build cool products, we may be looking for you. This illuminating book, anthi with valuableinsights that have never before been gathered under one roof, cannot fail to make the reader a more successful and discerninginvestor.

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.


If you want ilmanwn make life better, you need to pay your time and efforts or hire a lot of “legal slaves” that would do your own better living “successful” businesses even started wars on trying to defy the slaverythen those slaves will rise and will do yourself.

Expected Returns : An Investor’s Guide to Harvesting Market Rewards

Justin Leenhouts rated it liked it Sep 10, Lists with This Book. Over the years, Antti has advised many institutional investors, most regularly Norway’s Government Pension Fund Global on its long-run investment strategy. Flap copy For any investor, understanding the expected rewards that marketsoffer is central to long-term investment success. Read this book and you will improve your understanding ofthe future. Expectef with the pitfalls.

A rated it it was amazing May 28, The author even tries to present the reader with a systematic method to estimate returns over different asset classes. Marija Kiveryte rated it it was amazing Nov 23, This really is Ilmanfn book for anybody trying to create or understand alternative beta or hedge fund strategies. Goodreads is the world’s largest site for readers with over 50 million reviews. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions.

Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. Another reason that this book is clearly overrated 4. There are no discussion topics on this book yet.


Expected Returns: An Investor’s Guide to Harvesting Market Rewards by Antti Ilmanen

CAPM, for example, is from s. They are firstly the time varying nature of expected returns, i.

Jun 16, Jon rated it liked it. His approach isboth scientific and practical, based on decades of studies and hisown trading experience.

Expected Returns : Antti Ilmanen :

Quantitative Value Wesley R. Historical averages and forward-looking returns.

There is enough knowledge content in this book to get the highest grade twice. Expected Returns isdestined to occupy the front shelves of investment professionalsaround the world.

This is a magnificent book. Let me ask – why? It seems some people have nothing to do. Written by an experiencedportfolio manager, scholar, strategist, investment advisor andhedge fund trader, this book challenges investors to broaden theirminds from a too-narrow asset class perspective and excessive focuson historical performance.

Antti Ilmanenassembles a global body of evidence, and interprets it withinsight. The book glows with a passion to understand the world and the author even includes his email for anyone that wants to comment on the book and take his learning process further.