Expected Returns: An Investor's Guide to Harvesting Market Rewards
暫譯: 預期報酬：投資者獲取市場回報的指南

Ilmanen, Antti, Asness, Clifford

Expected Returns: An Investor's Guide to Harvesting Market Rewards
  • 出版商: Wiley
  • 出版日期: 2011-03-14
  • 售價: $2,940
  • 貴賓價: 9.5 折 $2,793
  • 語言: 英文
  • 頁數: 592
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1119990726
  • ISBN-13: 9781119990727

    • 海外代購書籍(需單獨結帳)

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商品描述

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.

商品描述(中文翻譯)

這本全面的參考書提供了一套工具，幫助從各種投資中獲取市場回報。由一位世界知名的行業專家撰寫，該參考書討論了如何在不同參數下預測回報。主要資產類別的預期回報、投資策略，以及基礎風險因素（如成長、通脹、流動性和不同的風險觀點）的影響也有詳細說明。評估預期回報需要在歷史回報、理論考量和當前市場條件之間取得平衡。《Expected Returns》提供了廣泛的實證證據、風險基礎和行為理論的調查，以及實用的見解。

作者簡介

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.

作者簡介(中文翻譯)

Antti Ilmanen 是 AQR Capital Management 的首席合夥人，該公司是一家領先的全球投資管理公司。自1986年在芬蘭擔任中央銀行投資組合經理以來，Antti 在學術金融與實務投資之間扮演了多種角色。1994年，他在芝加哥大學商學研究所獲得金融博士學位，並在 Salomon Brothers/Citigroup 擔任債券研究員、策略師、董事總經理及交易員，工作了十年。在2004年加入 Brevan Howard 之前，Antti 在金融和投資期刊上發表了大量文章，並因其文章獲得了 Graham & Dodd 獎和 Bernstein Fabozzi/Jacobs Levy 獎。多年來，Antti 為許多機構投資者提供建議，最常見的是挪威政府全球養老基金的長期投資策略。

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