Transcription of FINANCIAL MARKET HISTORY - Trend Following
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FINANCIAL MARKET HISTORY - Trend Following
FINANCIAL MARKET HISTORYREFLECTIONS ON THE PAST FOR INVESTORS TODAYE dited by David Chambers and Elroy DimsonFINANCIAL MARKET HISTORYE dited by David Chambers and Elroy DimsonREFLECTIONS ON THE PAST FOR INVESTORS TODAYS tatement of PurposeThe CFA Institute Research Foundation is a not-for-profit organization established to promote the development and dissemination of relevant research for investment practitioners the Research Foundation, CFA Institute, nor the publication s edi-torial staff is responsible for facts and opinions presented in this publi-cation.
at Brevan Howard, a macro hedge fund, and a decade at Salomon Brothers/ Citigroup. Dr. Ilmanen has advised many institutional investors, includ-ing Norway’s Government Pension Fund Global. He has published a book, Expected Returns, as well as numerous articles in finance/investment journals
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