Forecasting expected returns in the financial markets / (Record no. 11240)

MARC details
000 -LEADER
fixed length control field 02383cam a22003614a 4500
001 - CONTROL NUMBER
control field 15100451
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20080505143221.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 071203s2007 ne a b 001 0 eng c
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2007300193
015 ## - NATIONAL BIBLIOGRAPHY NUMBER
National bibliography number GBA765265
Source bnb
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER
Record control number 013763116
Source Uk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780750683210 (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 075068321X (hbk.)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)ocn166314253
040 ## - CATALOGING SOURCE
Original cataloging agency UKM
Transcribing agency UKM
Modifying agency BAKER
-- YDXCP
-- PIT
-- IAC
-- IQU
-- DLC
042 ## - AUTHENTICATION CODE
Authentication code ukblsr
-- pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG4637
Item number .F66 2007
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.632042
Edition number 22
Item number FOR
245 00 - TITLE STATEMENT
Title Forecasting expected returns in the financial markets /
Statement of responsibility, etc edited by Stephen Satchell.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Amsterdam ;
-- Boston :
Name of publisher, distributor, etc Academic Press,
Date of publication, distribution, etc 2007.
300 ## - PHYSICAL DESCRIPTION
Extent x, 286 p. :
Other physical details ill. ;
Dimensions 25 cm.
440 #0 -
-- Quantitative finance series
-- 3421
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 2# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stock price forecasting
General subdivision Mathematics.
9 (RLIN) 3422
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Securities
General subdivision Prices
-- Mathematical models.
9 (RLIN) 3423
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investment analysis
General subdivision Mathematics.
9 (RLIN) 3424
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Satchell, S.
Fuller form of name (Stephen)
9 (RLIN) 3425
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified Publisher description
Uniform Resource Identifier <a href="http://www.loc.gov/catdir/enhancements/fy0833/2007300193-d.html">http://www.loc.gov/catdir/enhancements/fy0833/2007300193-d.html</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Item type Book - Borrowing
Holdings
Withdrawn status Item status Source of classification or shelving scheme Damaged status Not for loan Vendor Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Serial Enumeration / chronology Total Checkouts Full call number Barcode Date last seen Koha item type
    Dewey Decimal Classification     Baccah Central Library Central Library First floor 08/04/2009   660.00 6993   332.632042 FOR 000015780 15/07/2025 Book - Borrowing

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