Forecasting expected returns in the financial markets /
Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address...
| Corporate Author: | |
|---|---|
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Academic Press,
2007.
|
| Series: | Quantitative finance series.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | x, 286 pages : illustrations ; 25 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780750683210 075068321X |