Forecasting expected returns in the financial markets
 Series Quantitative finance series
 Format: Book
 Published: Oxford : Elsevier/AP, 2007.
 Language: English
 Summary:
Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecast... (see more)

Send the title and location of an item to your Mobile Phone

title:Forecasting expected returns in the financial markets

Enter your mobile phone #:

(use the full 10 digits of your phone #, no spaces, no dashes eg. 6105265000)

select your provider:

choose an item near you:

  1. Duke Perkins/Bostock Library Stacks HG4637 .F67 2007 Available
  2. Duke Ford Library Stacks HG4637 .F67 2007 c.1 Available

NOTE: carrier charges may apply

Send this record via email

Title:Forecasting expected returns in the financial markets

Enter your email address:

Enter a message (optional):

Print
delicious
Get this title
(place request)
Duke
Ford Library Stacks HG4637 .F67 2007 c.1 Available
Perkins/Bostock Library Stacks HG4637 .F67 2007 Available
 
Authors
Series
Item Description
  • x, 286 p. : ill. ; 25 cm.
  • ISBN: 9780750683210
  • ISBN: 075068321X
  • OCLC Number: 166314253
Notes
  • Includes bibliographical references and index.
DUKE003896943
Table of Contents
  • 1. Market Efficiency and Forecasting (W. Ferson)
  • 2. A Step-by-step Guide to the Black-Litterman Model (T. Idzorek)
  • 3. A demystification of the Black Litterman model: Managing quantitative and traditional portfolio construction (A. Scowcroft and S. Satchell)
  • 4. Optimal Portfolios (N. Chriss and R. Almgren)
  • 5. Some Choices in Forecast Construction (S. Wright)
  • 6. Bayesian Analysis of the Black-Scholes Option Price (T. Darsinos and S. Satchell)
  • 7. Bayesian Forecasting (T. Darsinos and S. Satchell)
  • 8. Robust Optimisation for Utilising Forecasted Returns in Institutional Investment (C. Koutsoyannis and S. Satchell)
  • 9. Cross-Sectional Stock Returns in the UK Market: The Role of Liquidity Risk (S. Hwang)
  • 10. Information Horizons (E. Fishwick)
  • 11. Optimal Forecasting Horizon for Skilled Investors (O. Williams and S. Satchell)
  • 12. Investment as Bets in the Binomial Asset Pricing Model (D. Johnstone)
  • 13. The Hidden Binomial Economy and The Role of Forecasts in Determining Prices (O. Williams and S. Satchell)
Content provided by Syndetic Solutions, Inc. Terms of Use
Title Summary
Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives
Content provided by Syndetic Solutions, Inc. Terms of Use

Contact Us919-660-5870
(Perkins Circulation Desk)