Antti Ilmanen Books
Antti Ilmanen is a Finnish economist and investment strategist known for his research on expected returns and risk premia. He has worked at AQR Capital Management and previously at Salomon Brothers and Brevan Howard.
Known for: Investing Amid Low Expected Returns: Making the Most When Markets Offer the Least
Books by Antti Ilmanen
Investing Amid Low Expected Returns: Making the Most When Markets Offer the Least
This book by Antti Ilmanen explores how investors can adapt their strategies in an environment of low expected returns across asset classes. It provides a comprehensive framework for understanding risk premia, market cycles, and portfolio construction when traditional investment opportunities are limited. Drawing on empirical research and practical insights, Ilmanen offers guidance for long-term investors seeking resilience and efficiency in challenging market conditions.
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Historical Context
To appreciate our current predicament, it helps to remember that today’s markets aren’t uniquely challenging. History is full of periods when investors faced similar headwinds. Think back to the late 1960s and 1970s, when inflation surged and real returns on both stocks and bonds were disappointing....
From Investing Amid Low Expected Returns: Making the Most When Markets Offer the Least
Understanding Expected Returns
Expected returns are not magic—they are the product of fundamental building blocks. In my earlier work, *Expected Returns*, I described this framework in detail, and here I expand upon it in the context of today’s muted environment. Every asset’s return expectation can be decomposed into three compo...
From Investing Amid Low Expected Returns: Making the Most When Markets Offer the Least
About Antti Ilmanen
Antti Ilmanen is a Finnish economist and investment strategist known for his research on expected returns and risk premia. He has worked at AQR Capital Management and previously at Salomon Brothers and Brevan Howard. Ilmanen holds a Ph.D. in finance from the University of Chicago and is widely respe...
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Antti Ilmanen is a Finnish economist and investment strategist known for his research on expected returns and risk premia. He has worked at AQR Capital Management and previously at Salomon Brothers and Brevan Howard. Ilmanen holds a Ph.D. in finance from the University of Chicago and is widely respe...
Antti Ilmanen is a Finnish economist and investment strategist known for his research on expected returns and risk premia. He has worked at AQR Capital Management and previously at Salomon Brothers and Brevan Howard. Ilmanen holds a Ph.D. in finance from the University of Chicago and is widely respected for his contributions to asset allocation theory and evidence-based investing.
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Antti Ilmanen is a Finnish economist and investment strategist known for his research on expected returns and risk premia. He has worked at AQR Capital Management and previously at Salomon Brothers and Brevan Howard.
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