Expected returns : an investor's guide to harvesting market rewards / Antti Ilmanen. [electronic resource] Ilmanen, Antti, 1961- Investments. Rate of return. HG4521 .I56 2011eb 332.6 23 Series title from book jacket. Includes bibliographical references (pages 527-550) and index. Print version record. "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]. Chichester, West Sussex, U.K. : Wiley, ©2011. ©2011. 2011 Text 1 online resource (xxi, 570 pages) : http://onlinelibrary.wiley.com/book/10.1002/9781118467190 eng Wiley finance Wiley finance series. Expected returns. Expected returns.