Forecasting expected returns in the financial markets
ed. by Stephen Satchell
| Year of publication: |
2007 ; 1. ed.
|
|---|---|
| Other Persons: | Satchell, Stephen (contributor) |
| Publisher: |
Amsterdam [u.a.] : Elsevier/AP |
| Subject: | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Aktienkurs | Konjunkturprognose | Finanzanalyse | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] |
| Published items: |
12 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | X, 286 S. graph. Darst. 25cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Includes bibliographical references and index Market efficiency and forecastingA 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. 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 |
| ISBN: | 0-7506-8321-X ; 978-0-7506-8321-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003522579