Forecasting expected returns in the financial markets
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| Corporate Author: | |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Academic Press,
2007.
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| Series: | Quantitative finance series.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 245 | 0 | 0 | |a Forecasting expected returns in the financial markets |h [electronic resource] / |c edited by Stephen Satchell. |
| 260 | |a Amsterdam ; |a Boston : |b Academic Press, |c 2007. | ||
| 300 | |a x, 286 p. : |b ill. | ||
| 490 | 1 | |a Quantitative finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 2 | |a Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Stock price forecasting |x Mathematics. | |
| 650 | 0 | |a Securities |x Prices |x Mathematical models. | |
| 650 | 0 | |a Investment analysis |x Mathematics. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Satchell, S. |q (Stephen) | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Quantitative finance series. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10190050 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 83587 |d 83587 | ||