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Its also absolutely massive, 500 pages totally stuffed with information.Well, its youre funeral.more.16 Growth factor and growth premium.Expected Returns provides extensive empirical evidence, surveys of risk-based and behavioral theories, and practical insights.19.5 Verdict on why high-volatility assets fare so poorly.Could there possibly be anything missing?20.3 Agenda for market timers and researchers.5.1 The old world.20.1 Feedback loops on the direction of risky assets.In the end, that sounds not so different from what juniors heard from their seasoned investment colleagues some time ago, well before the days of modern finance.Unfortunately, the advances in finance have not resolved certain fundamental dilemmas.
24.2 What type of model?
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5.3 Detour: a brief survey of the efficient markets hypothesis.Ilmanen knows his data, mostly from US markets, and gives all thinkable health warnings on their interpretation.17 Inflation factor and inflation premium.19.6 Time-varying premia for tail risk exposures.With this book we can all get that This is a magnificent book.