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Investing in Interesting Times

Antti Ilmanen
The Journal of Portfolio Management Multi-Asset Special Issue 2023, 49 (4) 21-35; DOI: https://doi.org/10.3905/jpm.2023.1.461
Antti Ilmanen
is a principal at AQR Capital Management in Greenwich, CT
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Article Information

vol. 49 no. 4 21-35
DOI 
https://doi.org/10.3905/jpm.2023.1.461

Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online March 1, 2023.

Article Versions

  • Latest version (January 20, 2023 - 03:03).
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Copyright & Usage 
© 2023 Pageant Media Ltd

Author Information

  1. Antti Ilmanen
    1. is a principal at AQR Capital Management in Greenwich, CT. (antti.ilmanen{at}aqr.com)
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The Journal of Portfolio Management: 49 (4)
The Journal of Portfolio Management
Vol. 49, Issue 4
Multi-Asset Special Issue 2023
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Investing in Interesting Times
Antti Ilmanen
The Journal of Portfolio Management Feb 2023, 49 (4) 21-35; DOI: 10.3905/jpm.2023.1.461

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Investing in Interesting Times
Antti Ilmanen
The Journal of Portfolio Management Feb 2023, 49 (4) 21-35; DOI: 10.3905/jpm.2023.1.461
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  • Article
    • Abstract
    • PERSPECTIVES
    • DECADES OF RISING ASSET VALUATIONS AND FALLING ASSET YIELDS
    • INVESTOR RESPONSES TO THE LOW EXPECTED RETURN CHALLENGE: REACH FOR RETURN, ESPECIALLY THROUGH PRIVATE ASSETS
    • WHAT CHANGED IN 2022? KEY MACRO DEVELOPMENTS AND A REVISED OUTLOOK ON EXPECTED ASSET RETURNS7
    • RELATIVE WINDS CHANGE FOR LONG–SHORT STRATEGIES
    • UNDERSTANDING THE ROLLERCOASTER RIDE OF THE VALUE-VS.-GROWTH STRATEGY
    • RISK-MITIGATORS FOR EQUITY DRAWDOWNS: TREND IS YOUR FRIEND
    • ACKNOWLEDGMENTS
    • ENDNOTES
    • REFERENCES
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