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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Academic Press
2007.
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| Edición: | 1st ed |
| Colección: | Quantitative finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627243706719 |
| Sumario: | 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 |
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| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource (286 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781281057655 9786611057657 9780080550671 |
