Forecasting expected returns in the financial markets:
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Amsterdam
Academic Press
2007
|
| Series: | Quantitative finance series
|
| Subjects: | |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | x, 286 p. |
| ISBN: | 9780750683210 075068321X |
Staff View
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| 245 | 1 | 0 | |a Forecasting expected returns in the financial markets |c edited by Stephen Satchell |
| 264 | 1 | |a Amsterdam |b Academic Press |c 2007 | |
| 300 | |a x, 286 p. | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Quantitative finance series | |
| 500 | |a Includes bibliographical references and index | ||
| 505 | 0 | |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 | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Stock price forecasting |x Mathematics | |
| 650 | 4 | |a Securities |x Prices |x Mathematical models | |
| 650 | 4 | |a Investment analysis |x Mathematics | |
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| contents | 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 |
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| dewey-full | 332.63/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2042 |
| dewey-search | 332.63/2042 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-10T07:44:29Z |
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| isbn | 9780750683210 075068321X |
| language | English |
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| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2007 |
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| series2 | Quantitative finance series |
| spelling | Forecasting expected returns in the financial markets edited by Stephen Satchell Amsterdam Academic Press 2007 x, 286 p. txt rdacontent c rdamedia cr rdacarrier 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 Mathematik Mathematisches Modell Stock price forecasting Mathematics Securities Prices Mathematical models Investment analysis Mathematics Aktienkurs (DE-588)4141736-7 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Konjunkturprognose (DE-588)4139119-6 gnd rswk-swf Aktienkurs (DE-588)4141736-7 s Konjunkturprognose (DE-588)4139119-6 s Finanzanalyse (DE-588)4133000-6 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Satchell, S. Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-0-7506-8321-0 Erscheint auch als Druck-Ausgabe, Hardcover 0-7506-8321-X 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Forecasting expected returns in the financial markets 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 Mathematik Mathematisches Modell Stock price forecasting Mathematics Securities Prices Mathematical models Investment analysis Mathematics Aktienkurs (DE-588)4141736-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzanalyse (DE-588)4133000-6 gnd Konjunkturprognose (DE-588)4139119-6 gnd |
| subject_GND | (DE-588)4141736-7 (DE-588)4114528-8 (DE-588)4133000-6 (DE-588)4139119-6 |
| title | Forecasting expected returns in the financial markets |
| title_auth | Forecasting expected returns in the financial markets |
| title_exact_search | Forecasting expected returns in the financial markets |
| title_full | Forecasting expected returns in the financial markets edited by Stephen Satchell |
| title_fullStr | Forecasting expected returns in the financial markets edited by Stephen Satchell |
| title_full_unstemmed | Forecasting expected returns in the financial markets edited by Stephen Satchell |
| title_short | Forecasting expected returns in the financial markets |
| title_sort | forecasting expected returns in the financial markets |
| topic | Mathematik Mathematisches Modell Stock price forecasting Mathematics Securities Prices Mathematical models Investment analysis Mathematics Aktienkurs (DE-588)4141736-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Finanzanalyse (DE-588)4133000-6 gnd Konjunkturprognose (DE-588)4139119-6 gnd |
| topic_facet | Mathematik Mathematisches Modell Stock price forecasting Mathematics Securities Prices Mathematical models Investment analysis Mathematics Aktienkurs Finanzanalyse Konjunkturprognose |
| work_keys_str_mv | AT satchells forecastingexpectedreturnsinthefinancialmarkets |