Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9781119991748

Sommaire :
Foreword by Clifford Asness.

Part 1. Overview, historical returns, and academic theories.
1. Introduction.
2. Whetting the appetite: Historical averages and forward-looking returns.
3. The historical record: The past 20 years in a longer perspective.
4. Road map to terminology.
5. Rational theories on expected return determination.
6. Behavioral finance.
7. Alternative interpretations for return predictability.

Part 2. A dozen case studies.
8. Equity risk premium.
9. Bond risk premium.
10. Credit risk premium.
11. Alternative asset premia.
12. Value-oriented equity selection.
13. Currency carry.
14. Commodity momentum and trend following.
15. Volatility selling (on equity indices).
16. Growth factor and growth premium.
17. Inflation factor and inflation premium.
18. Liquidity factor and illiquidity premium.
19. Tail risks (volatility, correlation, skewness).

Part 3. Back to broader themes.
20. Endogenous return and risk: Feedback effects on expected returns.
21. Forward-looking measures of asset returns.
22. Interpreting carry or non-zero yield spreads.
23. Survey-based subjective expected returns.
24. Tactical return forecasting models.
25. Seasonal regularities.
26. Cyclical variation in asset returns.
27. Secular trends and the next 20 years.
28. Enhancing returns through managing risks, horizon, skill, and costs.
29. Takeaways for long-horizon investors.

Appendices.
Bibliography.
Index.

Langue : Anglais

Collection : FINANCE

Lieu d'édition : TORONTO

Illustration(s) : Schémas

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque