03963cam a2200685Ka 4500 ocn756501425 OCoLC 20171116094352.0 m o d cr cnu---unuuu 111010s2011 enka ob 001 0 eng d 9781118467190 (electronic bk.) 1118467191 (electronic bk.) 9781119991748 (electronic bk.) 1119991749 (electronic bk.) 9781119990772 (electronic bk.) 1119990777 (electronic bk.) 9781119990727 1119990726 AU@ 000052900466 CHNEW 000622233 CHVBK 30321127X DEBBG BV041906182 DEBBG BV042682718 DEBSZ 397001045 DEBSZ 446579181 DKDLA 820120-katalog:000695844 NZ1 15915343 DEBBG BV043393547 (OCoLC)756501425 (OCoLC)778621009 (OCoLC)785573391 (OCoLC)816882853 (OCoLC)865005524 (OCoLC)904284882 04FD2399-8A59-4E66-8ACC-E336445A3996 OverDrive, Inc. http://www.overdrive.com N$T eng pn N$T YDXCP E7B REDDC OCLCQ EBLCP MERUC DG1 OCLCQ OCLCF DEBSZ OCLCQ TEFOD NLGGC UMI IDEBK RECBK DEBBG TEFOD OCLCQ COO OCLCQ MAIN HG4521 .I56 2011eb BUS 036000 bisacsh 332.6 23 Ilmanen, Antti, 1961- Expected returns : an investor's guide to harvesting market rewards / Antti Ilmanen. [electronic resource] Chichester, West Sussex, U.K. : Wiley, ©2011. 1 online resource (xxi, 570 pages) : illustrations. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley finance Series title from book jacket. Includes bibliographical references (pages 527-550) and index. Title Page; Copyright Page; Foreword; Dedication; Acknowledgments; Abbreviations and acronyms; Disclaimer; Part I -- Overview, historical returns, and academic theories; Chapter 1 -- Introduction; 1.1 HISTORICAL PERFORMANCE; 1.2 FINANCIAL AND BEHAVIORAL THEORIES: A BRIEF HISTORY OF IDEAS; 1.3 FORWARD-LOOKING INDICATORS; 1.4 VIEW-BASED EXPECTED RETURNS; 1.5 GENERAL COMMENTS ABOUT THE BOOK; 1.6 NOTES; Chapter 2 -- Whetting the appetite: Historical averages and forward-looking returns; 2.1 HISTORICAL PERFORMANCE SINCE 1990; 2.2 SAMPLE-SPECIFIC RESULTS: DEALING WITH THE PITFALLS. "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]. Print version record. Investments. Rate of return. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Investments. fast (OCoLC)fst00978234 Rate of return. fast (OCoLC)fst01090236 Electronic books. Print version: Ilmanen, Antti, 1961- Expected returns. Chichester, West Sussex, United Kingdom : Wiley, ©2011 9781119990727 (OCoLC)670479750 Wiley finance series. http://onlinelibrary.wiley.com/book/10.1002/9781118467190 Wiley Online Library ddc BK 205287 205287