000			02383cam a22003614a 4500
001			15100451
005			20080505143221.0
008			071203s2007 ne a b 001 0 eng c
010			_a 2007300193
015			_aGBA765265 _2bnb
016	7		_a013763116 _2Uk
020			_a9780750683210 (hbk.)
020			_a075068321X (hbk.)
035			_a(OCoLC)ocn166314253
040			_aUKM _cUKM _dBAKER _dYDXCP _dPIT _dIAC _dIQU _dDLC
042			_aukblsr _apcc
050	0	0	_aHG4637 _b.F66 2007
082	0	0	_a332.632042 _222 _bFOR
245	0	0	_aForecasting expected returns in the financial markets / _cedited by Stephen Satchell.
260			_aAmsterdam ; _aBoston : _bAcademic Press, _c2007.
300			_ax, 286 p. : _bill. ; _c25 cm.
440		0	_aQuantitative finance series _93421
504			_aIncludes bibliographical references and index.
505	2		_aMarket 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	_aStock price forecasting _xMathematics. _93422
650		0	_aSecurities _xPrices _xMathematical models. _93423
650		0	_aInvestment analysis _xMathematics. _93424
700	1		_aSatchell, S. _q(Stephen) _93425
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0833/2007300193-d.html
942			_2ddc _cBB
999			_c11240 _d11240