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130214s2011 ne a ob 001 0 eng d |
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|a AU@
|b eng
|e rda
|c AU@
|d OCLCO
|d OCLCF
|d OCLCO
|d OCLCQ
|d OCL
|d OCLCA
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|a 9780080550671
|q (eISBN)
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|a 0080550673
|q (eISBN)
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|a AU@
|b 000069616764
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|a (OCoLC)1262055594
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|a HG4637 .F67 2007eb
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|a 332.63/2042
|2 22
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|a UAMI
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| 245 |
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|a Forecasting expected returns in the financial markets /
|c edited by Stephen Satchell.
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| 250 |
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|a First edition.
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| 264 |
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1 |
|a Amsterdam ;
|a Boston :
|b Academic Press,
|c 2007.
|
| 264 |
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4 |
|c ©2007
|
| 300 |
|
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|a 1 online resource (x, 286 pages) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Quantitative finance series
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a 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.
|
| 590 |
|
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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| 650 |
|
0 |
|a Investment analysis.
|
| 650 |
|
0 |
|a Securities
|x Prices
|x Mathematical models.
|
| 650 |
|
0 |
|a Stock price forecasting.
|
| 650 |
|
0 |
|a Corporations
|x Finance.
|
| 650 |
|
0 |
|a Business enterprises
|x Finance.
|
| 650 |
|
6 |
|a Analyse financière.
|
| 650 |
|
6 |
|a Valeurs mobilières
|x Prix
|x Modèles mathématiques.
|
| 650 |
|
6 |
|a Actions (Titres de société)
|x Prix
|x Prévision.
|
| 650 |
|
7 |
|a Corporations
|x Finance.
|2 fast
|0 (OCoLC)fst00879841
|
| 650 |
|
7 |
|a Business enterprises
|x Finance.
|2 fast
|0 (OCoLC)fst00842558
|
| 650 |
|
7 |
|a Investment analysis.
|2 fast
|0 (OCoLC)fst00978180
|
| 650 |
|
7 |
|a Securities
|x Prices
|x Mathematical models.
|2 fast
|0 (OCoLC)fst01110775
|
| 650 |
|
7 |
|a Stock price forecasting.
|2 fast
|0 (OCoLC)fst01133616
|
| 700 |
1 |
|
|a Satchell, Stephen,
|d 1949-
|e editor.
|
| 830 |
|
0 |
|a Quantitative finance series.
|
| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9780750683210/?ar
|z Texto completo (Requiere registro previo con correo institucional)
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| 936 |
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|a BATCHLOAD
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|a 92
|b IZTAP
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