ISBN10: 1119990726, ISBN13: 9781119990727, [publisher: John Wiley & Sons] Hardcover .insightful and wonderfully lucid book . (Economist, April 2011).Antti Ilmanen is a senior portfolio manager at Brevan Howard, one of the world s foremost macro hedge funds. Since starting as a central bank portfolio manager in Finland in 1986, Antti.
[Greven, Germany] [Publication Year: 2011]
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ISBN10: 1119990726, ISBN13: 9781119990727, [publisher: John Wiley & Sons Inc, New York] Hardcover First Edition Hardcover. 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 also explained. Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
[Wilmington, DE, U.S.A.] [Publication Year: 2011]
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