Forecasting expected returns in the financial markets (Record no. 234195)
| 000 -LEADER | |
|---|---|
| fixed length control field | 02411nam a22003854a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63/2042 |
| 245 00 - TITLE STATEMENT | |
| Title | Forecasting expected returns in the financial markets |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Amsterdam ; |
| -- | Boston : |
| Name of publisher | Academic Press, |
| Year of publication | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | x, 286 p. : |
| Other physical details | ill. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Quantitative finance series |
| 505 2# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Stock price forecasting |
| Topical Term | Securities |
| Topical Term | Investment analysis |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Satchell, S. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10190050 |
No items available.