02411nam a22003854a 4500 ebr10190050 CaPaEBR m u cr cn||||||||| 071203s2007 ne a sb 001 0 eng c 2007300193 GBA765265 bnb 013763116 Uk 9780750683210 (hbk.) 075068321X (hbk.) CaPaEBR CaPaEBR (OCoLC)213298563 HG4637 .F66 2007eb 332.63/2042 22 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. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Stock price forecasting Mathematics. Securities Prices Mathematical models. Investment analysis Mathematics. Electronic books. local Satchell, S. (Stephen) ebrary, Inc. Quantitative finance series. http://site.ebrary.com/lib/rucke/Doc?id=10190050 An electronic book accessible through the World Wide Web; click to view 234195 234195