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Item Details
Title: FORECASTING EXPECTED RETURNS IN THE FINANCIAL MARKETS
By: Stephen Satchell
Format: Hardback

List price: £80.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 075068321X
ISBN 13: 9780750683210
Publisher: ELSEVIER SCIENCE & TECHNOLOGY
Pub. date: 16 July, 2007
Pages: 304
Description: Forecasting returns is as important as forecasting volatility in multiple areas of finance. This title brings together a collection of thinkers and practitioners from around the world who address this problem using the quantitative techniques. It presents developing techniques. It provides both academic and practitioner perspectives.
Synopsis: 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.
Publication: UK
Imprint: Academic Press Inc.(London) Ltd
Returns: Returnable
Some other items by this author:
ADVANCED TRADING RULES (HB)
ASSET MANAGEMENT (HB)
ASYMMETRIC DEPENDENCE IN FINANCE
ASYMMETRIC DEPENDENCE IN FINANCE
ASYMMETRIC DEPENDENCE IN FINANCE (HB)
COLLECTIBLE INVESTMENTS FOR THE HIGH NET WORTH INVESTOR
COLLECTIBLE INVESTMENTS FOR THE HIGH NET WORTH INVESTOR (HB)
DERIVATIVES AND HEDGE FUNDS (HB)
DISCUSSION PAPERS IN PROPERTY RESEARCH (PB)
ECONOMIST GUIDE TO INVESTMENT STRATEGY 4TH EDITION (PB)
FORECASTING VOLATILITY IN THE FINANCIAL MARKETS (HB)
LINEAR FACTOR MODELS IN FINANCE (HB)
MARKET MOMENTUM (HB)
OPTIMIZING OPTIMIZATION (HB)
PENSION SCHEME INVESTMENT POLICIES (PB)
PERFORMANCE MEASUREMENT IN FINANCE (HB)
QUANTITATIVE APPROACHES TO HIGH NET WORTH INVESTMENT (PB)
QUANTITATIVE INVESTMENT RISK ANALYSIS (HB)
RETURN DISTRIBUTIONS IN FINANCE (HB)
STATISTICS (HB)
THE ANALYTICS OF RISK MODEL VALIDATION (HB)

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