000448202 000__ 02576nam\a22004814a\4500 000448202 001__ 448202 000448202 003__ MiAaPQ 000448202 005__ 20211102003835.0 000448202 006__ m\\\\\o\\d\\\\\\\\ 000448202 007__ cr\cn\nnnunnun 000448202 008__ 071203s2007\\\\ne\a\\\\ob\\\\001\0\eng\c 000448202 010__ $$z 2007300193 000448202 020__ $$z9780750683210 (hbk.) 000448202 020__ $$z075068321X (hbk.) 000448202 035__ $$a(MiAaPQ)EBC311335 000448202 035__ $$a(Au-PeEL)EBL311335 000448202 035__ $$a(CaPaEBR)ebr10190050 000448202 035__ $$a(CaONFJC)MIL105765 000448202 035__ $$a(OCoLC)469632784 000448202 040__ $$aMiAaPQ$$cMiAaPQ$$dMiAaPQ 000448202 050_4 $$aHG4637$$b.F66 2007 000448202 08204 $$a332.63/2042$$222 000448202 24500 $$aForecasting expected returns in the financial markets/$$cedited by Stephen Satchell. 000448202 260__ $$aAmsterdam ;$$aBoston :$$bAcademic Press,$$c2007. 000448202 300__ $$ax, 286 p. :$$bill. 000448202 336__ $$atext$$2rdacontent 000448202 337__ $$acomputer$$2rdamedia 000448202 338__ $$aonline resource$$2rdacarrier 000448202 4901_ $$aQuantitative finance series 000448202 504__ $$aIncludes bibliographical references and index. 000448202 5052_ $$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. 000448202 506__ $$aAccess limited to authorized users. 000448202 650_0 $$aStock price forecasting$$xMathematics. 000448202 650_0 $$aSecurities$$xPrices$$xMathematical models. 000448202 650_0 $$aInvestment analysis$$xMathematics. 000448202 655_0 $$aElectronic books 000448202 7001_ $$aSatchell, S.$$q(Stephen) 000448202 830_0 $$aQuantitative finance series. 000448202 852__ $$bebk 000448202 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=311335$$zOnline Access 000448202 909CO $$ooai:library.usi.edu:448202$$pGLOBAL_SET 000448202 980__ $$aBIB 000448202 980__ $$aEBOOK 000448202 982__ $$aEbook 000448202 983__ $$aOnline