| 000 | 02461nam a22004094a 4500 | ||
|---|---|---|---|
| 001 | 0000094432 | ||
| 005 | 20171002054842.0 | ||
| 006 | m u | ||
| 007 | cr cn||||||||| | ||
| 008 | 071203s2007 ne a sb 001 0 eng c | ||
| 010 | _z 2007300193 | ||
| 015 |
_aGBA765265 _2bnb |
||
| 016 | 7 |
_z013763116 _2Uk |
|
| 020 | _z9780750683210 (hbk.) | ||
| 020 | _z075068321X (hbk.) | ||
| 035 | _a(CaPaEBR)ebr10190050 | ||
| 035 | _a(OCoLC)213298563 | ||
| 040 |
_aCaPaEBR _cCaPaEBR |
||
| 050 | 1 | 4 |
_aHG4637 _b.F66 2007eb |
| 082 | 0 | 4 |
_a332.63/2042 _222 |
| 245 | 0 | 0 |
_aForecasting expected returns in the financial markets _h[electronic resource] / _cedited by Stephen Satchell. |
| 260 |
_aAmsterdam ; _aBoston : _bAcademic Press, _c2007. |
||
| 300 |
_ax, 286 p. : _bill. |
||
| 490 | 1 | _aQuantitative finance series | |
| 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. | |
| 533 |
_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2013. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries. |
||
| 650 | 0 |
_aStock price forecasting _xMathematics. |
|
| 650 | 0 |
_aSecurities _xPrices _xMathematical models. |
|
| 650 | 0 |
_aInvestment analysis _xMathematics. |
|
| 655 | 7 |
_aElectronic books. _2local |
|
| 700 | 1 |
_aSatchell, S. _q(Stephen) |
|
| 710 | 2 | _aebrary, Inc. | |
| 830 | 0 | _aQuantitative finance series. | |
| 856 | 4 | 0 |
_uhttp://site.ebrary.com/lib/daystar/Doc?id=10190050 _zAn electronic book accessible through the World Wide Web; click to view |
| 908 | _a170314 | ||
| 942 | 0 | 0 | _cEB |
| 999 |
_c83587 _d83587 |
||