TY  - BOOK
AU  - Satchell,S.
ED  - ebrary, Inc.
TI  - Forecasting expected returns in the financial markets
T2  - Quantitative finance series
AV  - HG4637 .F66 2007eb
U1  - 332.63/2042 22
PY  - 2007///
CY  - Amsterdam, Boston
PB  - Academic Press
KW  - Stock price forecasting
KW  - Mathematics
KW  - Securities
KW  - Prices
KW  - Mathematical models
KW  - Investment analysis
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references and index; 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; Electronic reproduction; Palo Alto, Calif.; ebrary; 2011; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
UR  - http://ezproxy.taylors.edu.my/login?url=http://site.ebrary.com/lib/taylorscollege/Doc?id=10190050
ER  -