August 2, 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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Another reason that this book is clearly overrated 4. Let me tell one thing, the expected long term return is 0, and that’s it, no big science and useless analyses. This really is THE book for anybody trying to create or understand alternative beta or hedge ilmandn strategies.

CAPM, for example, is from s. Robert rated it really liked it Jun 21, Steven Resman rated it it was amazing Feb 25, The chapters cover; 4 asset classes – stocks, credits, government bonds and alternative investments; 4 strategy styles — value, trend, carry and volatility; and 4 underlying risk factors — growth, illiquidity, inflation and tail anntti.

Robert Smith rated it it was amazing Jan 24, 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. Marija Kiveryte rated it it was amazing Nov 23, ChrisGro rated it it was amazing Jun 10, Trivia About Expected Returns Nov 27, Rishi Singh rated it it was amazing.

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.


Joshua Knechtel rated it liked it Jul 22, Solid academic study, explanations are comprehensive Provide coverage on various investment methods and principles Bad: Jun 23, Tadas Talaikis rated it it was ok.

A very comprehensive book on expected and realized!

After 6 months, some people complain about my “review”. The different viewpoints give the reader a quite nuanced view of risk factors and a good understanding of sources of returns. Jan 22, Patrick Houweling rated it really liked it Shelves: Adreno rated it really liked it Oct 12, The book took quite a while to read. You’re living in a society of spectacle. Written in a very balanced way, describing various opinions in the academic literature, but always expressing and motivating his personal preferences.

As a consequence, second, it’s not practical, and therefore not useful for me, we already have many il,anen on the same subjects. 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.

Jun 07, P rated it it was amazing Shelves: A rated it it was amazing May 28, Just show me anything that survived past years without any payment in sntti form.

Tam Man Ki rated it it was amazing Apr 13, With this book we can all get that advice for a more modest fee than NBIM probably pays. Dry reading, more textbook, less literature Still quite conceptual, lacks modern case studies Ugly: Georgeflorence rated it it was amazing Sep 07, Let’s say sugar had higher expected return.


Because there are no free things. An absolute required reading for anybody in the quant finance space or those teaching themselves trading strategies and learning what risk premia ilmsnen and how to capture it. No trivia or quizzes yet. The bulk of the text consists of chapters that present three different ways to analyse expected returns.

Just a moment while we sign you in to your Goodreads account. Books by Antti Ilmanen. Lists with This Book. The single best investment book I know.

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

It’s hard to believe, so why? This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Want to Read Ilmahen Reading Read. Thanks for telling us about the problem.

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

Craig rated it it was amazing Mar 13, It would almost be a pity if too many read the book. This is a magnificent book.

Jun 16, Jon rated atti liked it. Goodreads helps you keep track of books you want to read. Entropy cancels everything and bigger temporary alpha increases entropy levels.