Expected returns

• Verfasst von: Ilmanen, Antti [VerfasserIn]
• Titel: Expected returns
• Titelzusatz: an investor's guide to harvesting market rewards
• Verf.angabe: Antti Ilmanen
• Verlagsort: Chichester, West Sussex, U.K.
• Verlag: Wiley
• Jahr: 2011
• Umfang: 1 online resource (xxi, 570 pages)
• Illustrationen: illustrations
• Fussnoten: Series title from book jacket. - Includes bibliographical references (pages 527-550) and index. - Print version record
• ISBN: 978-1-118-46719-0
• ISBN: 1-118-46719-1
• ISBN: 978-1-119-99174-8
• ISBN: 1-119-99174-9
• ISBN: 978-1-119-99077-2
• ISBN: 1-119-99077-7
• Datenträger: Online-Ressource
• Sprache: eng
• Bibliogr. Hinweis: Erscheint auch als : Druck-Ausgabe
• Sach-SW: Investissements
• Sach-SW: Taux de rendement
• Sach-SW: BUSINESS & ECONOMICS ; Investments & Securities ; General
• Sach-SW: Investments
• Sach-SW: Rate of return
• K10plus-PPN: 1903900514
• K10plus-PPN:
  Universitätsbibliothek
• Lokale URL UB: Zum Volltext
• Lokale URL UB: Bibliothek der Medizinischen Fakultät Mannheim der Universität Heidelberg
• Bibliothek/Idn: UW / m4585486968
• Lokale URL Inst.: Zum Volltext

Abstract

"Beginning with comprehensive introduction and overview, Expected Returns goes on to analyze the historical record, give a roadmap of terminology, explore rational and behavioral theories, and look at alternative interpretations for return predictability. A series of case studies provide detailed analysis of assets (equity, bond and credit risk premia, as well as alternative asset classes), dynamic strategy styles (value, carry, momentum, volatility) and underlying risk factors (growth, inflation, liquidity and tail risks), before moving back to broader themes, including time-varying expected returns, and seasonal, cyclical and secular return patterns."--Dust jacket p. [2]