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| FORECASTING EXPECTED RETURNS IN THE FINANCIAL MARKETS
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 To order this title, and for more information, click here
By
Stephen Satchell, Reader in Financial Econometrics at Trinity College, Cambridge
Description
To order this title, and for more information, click here
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.
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 & S. Satchell; 4 Optimal Portfolios,
N. Chriss & R. Almgren; 5 Some Choices in Forecast Construction, S. Wright; 6 Bayesian Analysis of the Black-Scholes Option Price, T.
Darsinos & S. Satchell; 7 Bayesian Forecasting, T. Darsinos & S. Satchell; 8 Robust Optimisation for Utilising Forecasted Returns in
Institutional Investment, C. Koutsoyannis & 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 & 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 & S. Satchell
Bibliographic & ordering Information
Hardbound, 304 pages, publication date: JUL-2007
ISBN-13: 978-0-7506-8321-0
ISBN-10: 0-7506-8321-X
Imprint: ACADEMIC PRESS
Price: Order form
USD 89.95
EUR 82.95
GBP 54.99
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
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Last update: 2 Sep 2008
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