Narrow search
Showing 1 - 6 of 6
Cover Image
A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Satchell, Stephen; Scowcroft, Alan - In: Forecasting expected returns in the financial markets, (pp. 39-53). 2007
Persistent link: https://www.econbiz.de/10003557932
Cover Image
Some choices in forecast construction
Wright, Stephen; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 101-116). 2007
Persistent link: https://www.econbiz.de/10003557938
Cover Image
Bayesian analysis of the Black-Scholes option price
Darsinos, Theo; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 117-150). 2007
Persistent link: https://www.econbiz.de/10003557947
Cover Image
Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 177-189). 2007
Persistent link: https://www.econbiz.de/10003557954
Cover Image
Optimal forecasting horizon for skilled investors
Satchell, Stephen; Williams, Oliver - In: Forecasting expected returns in the financial markets, (pp. 227-250). 2007
Persistent link: https://www.econbiz.de/10003557988
Cover Image
The hidden binomial economy and the role of forecasts in determining prices
Satchell, Stephen; Williams, Oliver - In: Forecasting expected returns in the financial markets, (pp. 265-279). 2007
Persistent link: https://www.econbiz.de/10003558006