02383cam a22003614a 4500 15100451 20080505143221.0 071203s2007 ne a b 001 0 eng c 2007300193 GBA765265 bnb 013763116 Uk 9780750683210 (hbk.) 075068321X (hbk.) (OCoLC)ocn166314253 UKM UKM BAKER YDXCP PIT IAC IQU DLC ukblsr pcc HG4637 .F66 2007 332.632042 22 FOR Forecasting expected returns in the financial markets / edited by Stephen Satchell. Amsterdam ; Boston : Academic Press, 2007. x, 286 p. : ill. ; 25 cm. Quantitative finance series 3421 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. Stock price forecasting Mathematics. 3422 Securities Prices Mathematical models. 3423 Investment analysis Mathematics. 3424 Satchell, S. (Stephen) 3425 Publisher description http://www.loc.gov/catdir/enhancements/fy0833/2007300193-d.html ddc BB 11240 11240 0 0 ddc 0 0 Baccah MAIN MAIN 1ST 2009-04-08 purchase 660.00 6993 0 332.632042 FOR 000015780 2025-07-15 00:00:00 BB