[BOOK][B] Expected returns: An investor's guide to harvesting market rewards
A Ilmanen - 2011 - books.google.com
This comprehensive reference delivers a toolkit for harvesting market rewards from a wide
range of investments. Written by a world-renowned industry expert, the reference discusses …
range of investments. Written by a world-renowned industry expert, the reference discusses …
[BOOK][B] The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets
MT Faber, EW Richardson - 2009 - books.google.com
A do-it-yourself guide to investing like the renowned Harvard and Yale endowments. The Ivy
Portfolio shows step-by-step how to track and mimic the investment strategies of the highly …
Portfolio shows step-by-step how to track and mimic the investment strategies of the highly …
Momentum and macroeconomic state variables
S Kessler, B Scherer - Financial Markets and Portfolio Management, 2013 - Springer
We find strong evidence that momentum across asset classes is driven by macroeconomic
state variables. By reacting to changes in the macroeconomic environment, the strategy …
state variables. By reacting to changes in the macroeconomic environment, the strategy …
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A Ilmanen - Wiley Online Library
9.1 Introduction, terminology, and theories 153 9.2 Historical average returns 157 9.3
Alternative ex ante measures of the BRP 160 9.4 Yield curve steepness: important predictive …
Alternative ex ante measures of the BRP 160 9.4 Yield curve steepness: important predictive …
[PDF][PDF] Mebane T. Faber
EW Richardson - matrixtrainings.wordpress.com
Many investors are asking themselves this very question after virtually every asset class
faced large losses in 2008. Stocks, real estate, commodities, and even many hedge funds …
faced large losses in 2008. Stocks, real estate, commodities, and even many hedge funds …