Expected Returns by Antti Ilmanen

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Summary

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.

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Expected Returns by Antti Ilmanen

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.
"Every investor will find something of value in this book" (Professional Investor, October 2015)

Antti Ilmanen is a Principal at AQR Capital Management, a leading global investment-management firm. Since starting as a central bank portfolio manager in Finland in 1986, Antti has worn many hats to bridge academic finance and practitioner investing. Having earned a finance PhD in 1994 from the University of Chicago Graduate School of Business, he spent a decade at Salomon Brothers/Citigroup as a bond researcher, strategist, managing director and a trader. Before joining Brevan Howard in 2004, Antti had published extensively in finance and investment journals and had received a Graham & Dodd scroll and the Bernstein Fabozzi/Jacobs Levy award for his articles. Over the years, Antti has advised many institutional investors, most regularly Norway's Government Pension Fund Global on its long-run investment strategy.

SKU Unavailable
ISBN 13 9781119990727
ISBN 10 1119990726
Title Expected Returns
Author Antti Ilmanen
Series The Wiley Finance Series
Condition Unavailable
Binding Type Hardback
Publisher John Wiley & Sons Inc
Year published 2011-02-04
Number of pages 608
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.