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|a eng
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|a 332.632 22
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|a Forecasting expected returns in the financial markets /
|c edited by Stephen Satchell.
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|a Amsterdam :
|b Elsevier/AP,
|c c2007.
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|a x, 286 σ. :
|b εικ. ;
|c 24 εκ.
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| 490 |
1 |
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|a Quantitative finance series
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| 504 |
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|a Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
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| 505 |
0 |
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|a List of contributors -- Introduction -- Chapter 1 Market efficiency and forecasting -- Chapter 2 A step-by-step guide to the Black-Litterman model -- Chapter 3 A demystification of the Black-Litterman model: managing quantitative and traditional portfolio construction -- Chapter 4 Optimal portfolios from ordering information -- Chapter 5 Some choices in forecast construction -- Chapter 6 Bayesian analysis of the Black-Scholes option price -- Chapter 7 Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Chapter 8 Robust optimization for utilizing forecasted returns in institutional investment -- Chapter 9 Cross-sectional stock returns in the UK market: the role of liquidity risk -- Chapter 10 The information horizon --
optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Chapter 11 Optimal forecasting horizon for skilled investo -- Chapter 12 Investments as bets in the binomial asset pricing model -- Chapter 13 The hidden binomial economy and the role of forecasts in determining prices -- index.
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| 650 |
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4 |
|a Οικονομικές προβλέψεις
|x Οικονομετρικά μοντέλα.
|9 21691
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| 650 |
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4 |
|a Μετοχές
|9 104723
|x Τιμές
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| 650 |
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4 |
|a Διαχείριση χαρτοφυλακίου
|9 20691
|x Μαθηματικά μοντέλα.
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| 700 |
1 |
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|9 19999
|a Satchell, Stephen
|e επιμελητής.
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| 830 |
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0 |
|9 188985
|a Quantitative finance series
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|2 ddc
|c BK15
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|c ΚΟΚΟΤΟΥ
|d 2021-12
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