Forecasting expected returns in the financial markets
(eBook)
Contributors
Published
Amsterdam ; Boston : Academic Press, 2007.
Physical Desc
x, 286 pages : ill.
Status
More Details
Format
eBook
Language
English
Notes
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Description
Loading Description...
Also in this Series
Checking series information...
Citations
APA Citation, 7th Edition (style guide)
Satchell, S. (2007). Forecasting expected returns in the financial markets . Academic Press.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Satchell, S. 2007. Forecasting Expected Returns in the Financial Markets. Academic Press.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Satchell, S. Forecasting Expected Returns in the Financial Markets Academic Press, 2007.
MLA Citation, 9th Edition (style guide)Satchell, S. Forecasting Expected Returns in the Financial Markets Academic Press, 2007.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
Staff View
Grouped Work ID
c9bbe2f0-cc58-24ab-1373-4d0964639471-eng
Grouping Information
| Grouped Work ID | c9bbe2f0-cc58-24ab-1373-4d0964639471-eng |
|---|---|
| Full title | forecasting expected returns in the financial markets |
| Author | stephen satchell |
| Grouping Category | book |
| Last Update | 2022-06-07 21:23:19PM |
| Last Indexed | 2024-06-01 05:20:55AM |
Book Cover Information
| Image Source | default |
|---|---|
| First Loaded | Feb 18, 2024 |
| Last Used | Feb 18, 2024 |
Marc Record
| First Detected | Aug 09, 2021 12:00:50 PM |
|---|---|
| Last File Modification Time | Nov 22, 2021 07:42:30 AM |
MARC Record
| LEADER | 02924nam a22004814a 4500 | ||
|---|---|---|---|
| 001 | EBC311335 | ||
| 003 | MiAaPQ | ||
| 006 | m E | | ||
| 007 | cr cn||||||||| | ||
| 008 | 071203s2007 ne a sb 001 0 eng c | ||
| 010 | |z 2007300193 | ||
| 015 | |a GBA765265|2 bnb | ||
| 016 | 7 | |z 013763116|2 Uk | |
| 020 | |z 9780750683210 (hbk.) | ||
| 020 | |z 075068321X (hbk.) | ||
| 035 | |a (Sirsi) EBC311335 | ||
| 035 | |a (Sirsi) EBC311335 | ||
| 035 | |a (MiAaPQ)EBC311335 | ||
| 035 | |a (Au-PeEL)EBL311335 | ||
| 035 | |a (CaPaEBR)ebr10190050 | ||
| 035 | |a (CaONFJC)MIL105765 | ||
| 035 | |a (OCoLC)469632784 | ||
| 040 | |a MiAaPQ|c MiAaPQ|d MiAaPQ | ||
| 050 | 4 | |a HG4637|b .F66 2007 | |
| 082 | 0 | 4 | |a 332.63/2042|2 22 |
| 245 | 0 | 0 | |a Forecasting expected returns in the financial markets|h [eBook] /|c edited by Stephen Satchell. |
| 260 | |a Amsterdam ;|a Boston :|b Academic Press,|c 2007. | ||
| 300 | |a x, 286 p. :|b ill. | ||
| 490 | 1 | |a Quantitative finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 2 | |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 | |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 http://ebookcentral.proquest.com/lib/yavapai-ebooks/detail.action?docID=311335|x Yavapai College|y Yavapai College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/prescottcollege-ebooks/detail.action?docID=311335|x Prescott College|y Prescott College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yln-ebooks/detail.action?docID=311335|x Yavapai Library Network|y All other users click here to access |
| 945 | |a E-Book | ||
