LEADER 03739nam 22007214a 450 001 9910960357103321 005 20251214174532.0 010 $a9786611057657 010 $a9781281057655 010 $a1281057657 010 $a9780080550671 010 $a0080550673 035 $a(CKB)1000000000349730 035 $a(EBL)311335 035 $a(OCoLC)469632784 035 $a(SSID)ssj0000156839 035 $a(PQKBManifestationID)11182689 035 $a(PQKBTitleCode)TC0000156839 035 $a(PQKBWorkID)10131336 035 $a(PQKB)11225639 035 $a(Au-PeEL)EBL311335 035 $a(CaPaEBR)ebr10190050 035 $a(CaONFJC)MIL105765 035 $a(CaSebORM)9780750683210 035 $a(MiAaPQ)EBC311335 035 $a(OCoLC)824973068 035 $a(OCoLC)ocn824973068 035 $a(FR-PaCSA)10195379 035 $a(FRCYB10195379)10195379 035 $a(EXLCZ)991000000000349730 100 $a20071203d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aForecasting expected returns in the financial markets /$fedited by Stephen Satchell 205 $a1st ed. 210 $aAmsterdam ;$aBoston $cAcademic Press$d2007 215 $a1 online resource (286 p.) 225 1 $aQuantitative finance series 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a9780750683210 311 08$a075068321X 320 $aIncludes bibliographical references and index. 327 $aMarket 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. 330 $aForecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives 410 0$aQuantitative finance series. 606 $aStock price forecasting$xMathematics 606 $aSecurities$xPrices$xMathematical models 606 $aInvestment analysis$xMathematics 615 0$aStock price forecasting$xMathematics. 615 0$aSecurities$xPrices$xMathematical models. 615 0$aInvestment analysis$xMathematics. 676 $a332.63/2042 701 $aSatchell$b Stephen$f1949-$01364640 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910960357103321 996 $aForecasting expected returns in the financial markets$94533680 997 $aUNINA