Expected Returns on Major Asset Classes - Couverture souple

Ilmanen, Antti

 
9781934667484: Expected Returns on Major Asset Classes

Synopsis

Can the art and science of investment management be reduced to a set of patterns that markets generally follow, in apparent violation of the efficient market hypothesis? Can investors reasonably expect to make money from the knowledge of these patterns, even after they have not only been identified but also widely exploited? Although one’s first guess might be that the answers to these questions are no, at least sometimes, the answer is yes.

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Présentation de l'éditeur

Can the art and science of investment management be reduced to a set of patterns that markets generally follow, in apparent violation of the efficient market hypothesis? Can investors reasonably expect to make money from the knowledge of these patterns, even after they have not only been identified but also widely exploited? Although one’s first guess might be that the answers to these questions are no, at least sometimes, the answer is yes.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.