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...

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Bibliographic Details
Main Author: Ilmanen, Antti, 1961-
Format: eBook
Language:English
Published: Chichester, West Sussex, U.K. : Wiley, [2011]
Series:Wiley finance series.
Subjects:
Online Access:Full Text via HEAL-Link
Table of Contents:
  • 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.