Expected returns : an investor's guide to harvesting market rewards /
"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 detail...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex, U.K. :
Wiley,
[2011]
|
| Series: | Wiley finance series.
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
| Summary: | "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]. |
|---|---|
| Item Description: | Series title from book jacket. |
| Physical Description: | 1 online resource (xxi, 570 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 527-550) and index. |
| ISBN: | 9781118467190 1118467191 9781119991748 1119991749 9781119990772 1119990777 |
| DOI: | 10.1002/9781118467190 |
