Search Results - "Bayesian analysis"

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    Forecasting expected returns in the financial markets

    Published 2007
    Table of Contents: “…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.…”
    An electronic book accessible through the World Wide Web; click to view
    Electronic eBook
  4. 4

    Forecasting expected returns in the financial markets

    Published 2007
    Table of Contents: “…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.…”
    An electronic book accessible through the World Wide Web; click to view
    Electronic eBook
  5. 5

    Bayesian methods in cosmology

    Published 2010
    Table of Contents: “…Savage -- Flux measurement / Daniel Mortlock -- Gravitational wave astronomy / Neil Cornish -- Bayesian analysis of cosmic microwave background data / Andrew H. …”
    An electronic book accessible through the World Wide Web; click to view
    Electronic eBook
  6. 6

    Bayesian methods in cosmology

    Published 2010
    Table of Contents: “…Savage -- Flux measurement / Daniel Mortlock -- Gravitational wave astronomy / Neil Cornish -- Bayesian analysis of cosmic microwave background data / Andrew H. …”
    An electronic book accessible through the World Wide Web; click to view
    Electronic eBook
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    Bayesian inference in the social sciences /

    Published 2014
    Table of Contents: “…Machine generated contents note: List of Figures iii 1 Bayesian Analysis of Dynamic Network Regression with Joint Edge/Vertex Dynamics 1 Zack W. …”
    An electronic book accessible through the World Wide Web; click to view
    Electronic eBook
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    Bayesian inference in the social sciences /

    Published 2014
    Table of Contents: “…Machine generated contents note: List of Figures iii 1 Bayesian Analysis of Dynamic Network Regression with Joint Edge/Vertex Dynamics 1 Zack W. …”
    An electronic book accessible through the World Wide Web; click to view
    Electronic eBook