Antti S. Ilmanen, PhD: Smart Investing in an Environment of Low Expected Returns

11 Pages Posted: 7 Feb 2017

Date Written: December 1, 2016

Abstract

Antti Ilmanen, PhD, emphasizes the importance of diversification — including the use of market-neutral investment strategies — and warns against portfolios that tie up too much risk in equities. He is a principal at AQR Capital Management, where he manages the Portfolio Solutions Group, which advises institutional investors and sovereign wealth funds, and develops the firm’s broad investment ideas. Over the years, he has advised many institutional investors, including Norway’s Government Pension Fund Global and the Government of Singapore Investment Corporation. His 2011 book, Expected Returns, is a broad synthesis of the central issue in investing.

In July 2016, Antti Ilmanen spoke with members of the Journal of Investment Consulting Editorial Advisory Board about the advantages of making the equity portion of most investor portfolios less dominant, particularly in today’s environment of low expected returns.

Keywords: Antti Ilmanen

JEL Classification: G10, G11

Suggested Citation

Ilmanen, Antti S., Antti S. Ilmanen, PhD: Smart Investing in an Environment of Low Expected Returns (December 1, 2016). Journal of Investment Consulting, Vol. 17, No. 2, 4-12, 2016. Available at SSRN: https://ssrn.com/abstract=2913057

Antti S. Ilmanen (Contact Author)

AQR Capital Management ( email )

United Kingdom
+447887475184 (Phone)

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