Forecasting Expected Returns in the Financial Markets

Forecasting Expected Returns in the Financial Markets on ScienceDirect(Opens new window)
Hardbound, 304 Pages
Published: JUL-2007
ISBN 10: 0-7506-8321-X
ISBN 13: 978-0-7506-8321-0
Imprint: ACADEMIC PRESS


By
Stephen Satchell, Consultant to financial institutions and Reader in Financial Econometrics at Trinity College, Cambridge, Stephen Satchell is Editor-in-Chief of the Journal of Asset Management and Derivatives, Use, Trading, and Regulation. He has edited or authored over 20 books on finance.

Audience:
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.


 
Last update: 6 Nov 2011