東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Expected returns : = an investor's g...

Ilmanen, Antti, (1961-)

Linked to FindBook

Google Book

Amazon

博客來

Expected returns : = an investor's guide to harvesting market rewards /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Expected returns :/ Antti Ilmanen ; [foreword by Clifford Asness]
Reminder of title:	an investor's guide to harvesting market rewards /
Author:	Ilmanen, Antti,
Published:	Chichester, West Sussex, U.K. :Wiley, : c2011.,
Description:	xxi, 570 p. :ill. ;25 cm.
Notes:	Series title from book jacket.
Subject:	Investments. -
ISBN:	9781119990727 (hbk.) :

Expected returns : = an investor's guide to harvesting market rewards /
Ilmanen, Antti,1961-

Expected returns :an investor's guide to harvesting market rewards /Antti Ilmanen ; [foreword by Clifford Asness] - Chichester, West Sussex, U.K. :Wiley,c2011. - xxi, 570 p. :ill. ;25 cm.

Series title from book jacket.

Includes bibliographical references (p. 527-550) and index.

"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."--Dust jacket p. [2]

ISBN: 9781119990727 (hbk.) :US89.00 Subjects--Topical Terms:

566987
Investments.

LC Class. No.: HG4521 / .I56 2011

Dewey Class. No.: 332.6

Expected returns : = an investor's guide to harvesting market rewards /
LDR:01766cam a2200181 a 4500 001 2319896
008 230921s2011 enka b 001 0 eng d
020 $a 9781119990727 (hbk.) : $c US89.00
020 $a 1119990726 (hbk.)
035 $a (OCoLC)756501425 $z (OCoLC)778621009 $z (OCoLC)785573391 $z (OCoLC)816882853 $z (OCoLC)852508886 $z (OCoLC)865005524 $z (OCoLC)904284882 $z (OCoLC)929528362 $z (OCoLC)992881341 $z (OCoLC)1030107089 $z (OCoLC)1053881242
040 $a N $b eng $e pn $c N $d YDXCP $d E7B $d REDDC $d OCLCQ $d EBLCP $d MERUC $d DG1 $d OCLCQ $d OCLCF $d DEBSZ $d OCLCQ $d TEFOD $d NLGGC $d UMI $d IDEBK $d RECBK $d DEBBG $d TEFOD $d OCLCQ $d COO $d OCLCQ $d DG1 $d LIP $d OCLCQ $d INT $d STF $d OCLCQ $d U3W $d OCLCQ $d YDX $d TFW $d OCLCO $d DG1 $d OCLCQ $d UKAHL $d OCLCO $d OCLCQ $d OCLCO
050 # 4 $a HG4521 $b .I56 2011
082 0 4 $a 332.6 $2 23
100 1 $a Ilmanen, Antti, $d 1961- $3 3641742
245 1 0 $a Expected returns : $b an investor's guide to harvesting market rewards / $c Antti Ilmanen ; [foreword by Clifford Asness]
260 # $a Chichester, West Sussex, U.K. : $b Wiley, $c c2011.
300 $a xxi, 570 p. : $b ill. ; $c 25 cm.
500 $a Series title from book jacket.
504 $a Includes bibliographical references (p. 527-550) and index.
520 # $a "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."--Dust jacket p. [2]
650 # 0 $a Investments. $3 566987
650 # 0 $a Rate of return. $3 656655
650 # 2 $a Investments $3 883308