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.