Expected Returns on Major Asset Classes

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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Year of publication:	2015
Authors:	Ilmanen, Antti
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Kapitaleinkommen \| Capital income \| Portfolio-Management \| Portfolio selection \| Risikoprämie \| Risk premium \| Theorie \| Theory \| Erwartungsbildung \| Expectation formation \| CAPM \| Risiko \| Risk

Extent:	1 Online-Ressource (180 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: CFA Institute Research Foundation 2012 - 1 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2012 erstellt
Classification:	G1 - General Financial Markets ; G2 - Financial Institutions and Services
Source:	ECONIS - Online Catalogue of the ZBW

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