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 detailed ana...
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Chichester
John Wiley
2011
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| Online Zugang: | Inhaltsverzeichnis Autorenbiografie Verlagsangaben Umschlagbild |
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Tag hinzufügen | Zusammenfassung: | 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. |
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| Beschreibung: | Literaturverz. S. [527] - 550 Hier auch später erschienene, unveränderte Nachdrucke***Unchanged reprints that were published later are included here |
| Beschreibung: | XXI, 570 S. graph. Darst. 25 cm |
| ISBN: | 9781119990727 978-1-119-99072-7 1119990726 1-119-99072-6 |