Expected Returns : an investors guide to harvesting market rewards Beginning with comprehensive introduction and overview Expected Returns goes on to analyze the historical record give a roadmap of terminology explore rational and behavioral theories and look at alternative interpretations for return predictability. A series of case studies provide detailed analysis of assets (equity bond and credit risk premia as well as alternative asset classes) dynamic strategy styles (value carry momentum volatility) and underlying risk factors (growth inflation liquidity and tail risks) before moving back to broader themes including time varying expected returns and seasonal cyclical and secular return patterns.