Forecasting expected returns in the financial markets

Forecasting expected returns in the financial markets / edited by Stephen Satchell.

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Superior document:Quantitative finance series
:
ProQuest (Firm)
TeilnehmendeR:
Satchell, S.
ProQuest (Firm)
Year of Publication:2007
Language:English
Series:Quantitative finance series.
Online Access:
Physical Description:x, 286 p. :; ill.
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ctrlnum (MiAaPQ)500311335
(Au-PeEL)EBL311335
(CaPaEBR)ebr10190050
(CaONFJC)MIL105765
(OCoLC)469632784
collection bib_alma
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spelling Forecasting expected returns in the financial markets [electronic resource] / edited by Stephen Satchell.
Amsterdam ; Boston : Academic Press, 2007.
x, 286 p. : ill.
Quantitative finance series
Includes bibliographical references and index.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Stock price forecasting Mathematics.
Securities Prices Mathematical models.
Investment analysis Mathematics.
Electronic books.
Satchell, S. (Stephen)
ProQuest (Firm)
Quantitative finance series.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=311335 Click to View
language English
format Electronic
eBook
author2 Satchell, S.
ProQuest (Firm)
author_facet Satchell, S.
ProQuest (Firm)
ProQuest (Firm)
author2_variant s s ss
author2_fuller (Stephen)
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Satchell, S.
title Forecasting expected returns in the financial markets
spellingShingle Forecasting expected returns in the financial markets
Quantitative finance series
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.
title_full Forecasting expected returns in the financial markets [electronic resource] / edited by Stephen Satchell.
title_fullStr Forecasting expected returns in the financial markets [electronic resource] / edited by Stephen Satchell.
title_full_unstemmed Forecasting expected returns in the financial markets [electronic resource] / edited by Stephen Satchell.
title_auth Forecasting expected returns in the financial markets
title_new Forecasting expected returns in the financial markets
title_sort forecasting expected returns in the financial markets
series Quantitative finance series
series2 Quantitative finance series
publisher Academic Press,
publishDate 2007
physical x, 286 p. : ill.
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.
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4637
callnumber-sort HG 44637 F66 42007
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=311335
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.63/2042
dewey-sort 3332.63 42042
dewey-raw 332.63/2042
dewey-search 332.63/2042
oclc_num 469632784
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ids_txt_mv (MiAaPQ)500311335
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hierarchy_parent_title Quantitative finance series
is_hierarchy_title Forecasting expected returns in the financial markets
container_title Quantitative finance series
author2_original_writing_str_mv noLinkedField
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