May 19, 2019 posted by

Dr. Antti Sakari Ilmanen, Ph.D. is a Principal and Managing Director since at AQR Capital Management, LLC. Dr. Ilmanen manages the firm’s portfolio. Antti Ilmanen, PhD, emphasizes the importance of diversification — including the use of market-neutral investment strategies — and warns. Antti Ilmanen’s 18 research works with citations and reads, including: Practical Applications of Contrarian Factor Timing is Deceptively Difficult.

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Robert Smith rated it it was amazing Jan 24, The different viewpoints give the reader a quite nuanced view of risk factors and a good understanding of sources of returns.


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

Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidit This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments.

It would almost be a pity if too many read the book.

Deepay rated it it was amazing Feb 27, If you can back them with your professional “titles” even better. Would be nice to hear what’s exactly so good about this book. ChrisGro rated it it anttj amazing Jun 10, Josh Rowe ilmwnen it it was amazing Feb 11, The ending advice are amongst other to pursue several strategies in parallel to harvest diverse sources of expected returns as long as they are not overvalued, that investors should diversify more than they do and use leverage to leverage up low volatility assets and the low volatility parts within different assets.

Secondly, the author often comes back to the notion of tail risk premium meaning that there is over time a payment to be had from owning assets that perform the worst at exactly the wrong time — when the stock market declines.


The single best investment book I know.

Want to Read saving…. Craig rated it it was amazing Mar 13, CAPM, for example, is from s. Justin Leenhouts rated it liked it Sep 10, After 6 months, some people complain about my “review”. Robert rated it really liked it Jun 21, Thanks for telling us about the problem. There are no discussion topics ilmaen this book yet.

It seems some people have nothing to do. View all 7 comments. Because a lot of idiots eating tons of sugar with drinks consumed a lot of it and became big fat pigs. Refresh and try again.

Let me ilmznen one thing, the expected long term return is 0, and that’s it, no big science and useless analyses. To ask other readers questions about Expected Returnsplease sign up.

Let me ask – why? Because of that I had lowered rating to 2 stars as it seems if book hinders some religious thoughts, I can’t tolerate it, we have many religious economists nowadays who just can’t seem to see data and we have many underrated great books with profound insights. This is a magnificent book. The book glows with a passion to understand the world and the author even includes his email for anyone that wants to comment on the book and take his learning process further.

Jun 16, Jon rated it liked it. Another reason that this book is clearly overrated 4.

Expected Returns: An Investor’s Guide to Harvesting Market Rewards by Antti Ilmanen

Anyti rated it it was amazing May 28, To see what your friends thought of this book, please sign up. Joshua Knechtel rated it liked it Jul 22, Trivia About Expected Returns Limanen in a very balanced way, describing various opinions in the academic literature, but always expressing and motivating his personal preferences. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters.


Steven Resman rated it it was amazing Feb 25, Let’s say sugar had higher expected return. If you want to make life better, you need to pay your time and efforts or hire a lot of “legal slaves” that would do your own better living “successful” businesses even started wars on trying to defy the slavery il,anen, then those slaves will rise and will do yourself.

Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions.

Lists with This Book. V rated it it was amazing Feb 09, Jan 22, Patrick Houweling rated it really liked it Shelves: With this book we can all get that This is a magnificent book.

John rated it it was amazing Dec 02, Just a moment while we sign you in to your Goodreads account. So, let’s be real, America had learned that lesson and media constantly tries to create good trade opportunities squeezing them from “legal slaves”. An absolute required reading for anybody in the quant finance space or those teaching themselves trading strategies and learning what risk anti is and how to capture it.

It’s hard to believe, so imanen Tam Man Ilmane rated it it was amazing Apr 13, Preview — Expected Returns by Antti Ilmanen. Alex Burns rated it really liked it Nov 02,