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

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