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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Marija Kiveryte rated it it was amazing Nov 23, Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters.

Another reason that this book is clearly overrated 4. First, everything that’s mentioned here are already dead, don’t you get?

Justin Leenhouts rated it liked it Sep 10, Asness jokingly says that he briefly considered having Ilmanen killed instead of writing the foreword but decided that he would instead have to work another 20 years so Illmanen would have something to write about in the next book.

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Robert Smith rated it it was amazing Jan 24, The reader will be taken up to speed on practically everything that has happened within academic finance and quantative asset management during the last 30 years.

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 anntti learning process further.


Goodreads helps you keep track of books you want to read. The book took quite a while to read. They are firstly the time varying nature of expected returns, i.

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

Deepay rated it it was amazing Feb 27, With this book we can all get that This is a magnificent book. The different viewpoints give the reader a quite nuanced view of risk factors and a good understanding of sources of returns. Robert rated it really liked it Jun antgi, A rigorous olmanen of academic research on so many. The author even tries to present the reader with a systematic method to estimate returns over different asset classes.

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

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Want to Read saving…. You’re living in a society of spectacle. View all 7 comments. Written in a very balanced way, describing various opinions in the academic literature, but always expressing and motivating his personal preferences.

If you like books and love to build cool products, we may be looking for you. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained. Just show me anything that survived past years without any payment in some form. No trivia or quizzes yet. Because there are no free things.


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

This is a tough read but those who take the time will be greatly rewarded. This really is THE book for anybody trying to create or understand alternative beta or hedge fund strategies. Justin rated it liked it Jan 22, This is a magnificent book. Joshua Knechtel rated it liked it Jul 22, 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 risks.

Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. John rated it it was amazing Dec 02, Jun 16, Jon rated it liked it. Alex Burns rated it really liked it Nov 02,