Forecasting expected returns in the financial markets
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| Autor kompanije: | |
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| Daljnji autori: | |
| Format: | Elektronički e-knjiga |
| Jezik: | engleski |
| Izdano: |
Amsterdam ; Boston :
Academic Press,
2007.
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| Serija: | Quantitative finance series.
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| Teme: | |
| Online pristup: | An electronic book accessible through the World Wide Web; click to view |
| Oznake: |
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- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
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- 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
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- 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.