Expected Returns: An Investor's Guide to Harvesting Market Rewards

About this book

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.

Details

Format

Hardcover

ISBN-13

9781119990727

Publisher

Wiley

Published

March 21, 2011

Pages

608

Weight

40 oz

Subject

Business & Economics