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MiAaPQ |
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|z 013763116
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|z 9780750683210 (hbk.)
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|z 075068321X (hbk.)
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG4637
|b .F66 2007
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4 |
|a 332.63/2042
|2 22
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| 245 |
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|a Forecasting expected returns in the financial markets
|h [electronic resource] /
|c edited by Stephen Satchell.
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| 260 |
|
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|a Amsterdam ;
|a Boston :
|b Academic Press,
|c 2007.
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| 300 |
|
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|a x, 286 p. :
|b ill.
|
| 490 |
1 |
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|a Quantitative finance series
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| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
2 |
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|a 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.
|
| 533 |
|
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 650 |
|
0 |
|a Stock price forecasting
|x Mathematics.
|
| 650 |
|
0 |
|a Securities
|x Prices
|x Mathematical models.
|
| 650 |
|
0 |
|a Investment analysis
|x Mathematics.
|
| 655 |
|
4 |
|a Electronic books.
|
| 700 |
1 |
|
|a Satchell, S.
|q (Stephen)
|
| 710 |
2 |
|
|a ProQuest (Firm)
|
| 830 |
|
0 |
|a Quantitative finance series.
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=311335
|z Click to View
|
