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Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell
| Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2007 |
| Descrizione fisica | 1 online resource (286 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) | SatchellS (Stephen) |
| Collana | Quantitative finance series |
| Soggetto topico |
Stock price forecasting - Mathematics
Securities - Prices - Mathematical models Investment analysis - Mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-05765-7
9786611057657 0-08-055067-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910457671603321 |
| Amsterdam ; ; Boston, : Academic Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell
| Forecasting expected returns in the financial markets [[electronic resource] /] / edited by Stephen Satchell |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2007 |
| Descrizione fisica | 1 online resource (286 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) | SatchellStephen <1949-> |
| Collana | Quantitative finance series |
| Soggetto topico |
Stock price forecasting - Mathematics
Securities - Prices - Mathematical models Investment analysis - Mathematics |
| ISBN |
1-281-05765-7
9786611057657 0-08-055067-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910784349603321 |
| Amsterdam ; ; Boston, : Academic Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting expected returns in the financial markets / / edited by Stephen Satchell
| Forecasting expected returns in the financial markets / / edited by Stephen Satchell |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Academic Press, 2007 |
| Descrizione fisica | 1 online resource (286 p.) |
| Disciplina | 332.63/2042 |
| Altri autori (Persone) | SatchellS (Stephen) |
| Collana | Quantitative finance series |
| Soggetto topico |
Stock price forecasting - Mathematics
Securities - Prices - Mathematical models Investment analysis - Mathematics |
| ISBN |
1-281-05765-7
9786611057657 0-08-055067-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910828006003321 |
| Amsterdam ; ; Boston, : Academic Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
