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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Format: | eBook |
Language: | English |
Published: |
Chichester, West Sussex, U.K. :
Wiley,
[2011]
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Series: | Wiley finance series.
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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.