Forecasting Expected Returns in the Financial Markets (Quantitative Finance) - Hardcover

Buch 19 von 20: Quantitative Finance

Satchell, Stephen

 
9780750683210: Forecasting Expected Returns in the Financial Markets (Quantitative Finance)
Hardcover
ISBN 10: 075068321X ISBN 13: 9780750683210
Verlag: Academic Press, 2007

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.

Von der hinteren Coverseite

BUSINESS/FINANCEForecasting Expected Returns in the Financial Marketsby Stephen Satchell"Stephen Satchell's Forecasting Expected Returns in the Financial Markets is a long-awaited contribution to portfolio engineering. It blends very neat summaries of existing methods ranging from Bayesian techniques to robust or rank sorted optimizations with highly original cutting edge techniques. All contributions are written by outstanding and well-known individuals. I highly recommend this book. Reading it will come at no risk but with great return." Dr Bernd Scherer - Managing Director, Global Head of Quantitative Structured Products, Morgan Stanley

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Verlag
Academic Press
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
075068321X
ISBN 13 
9780750683210
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
304
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Weitere beliebte Ausgaben desselben Titels

9780080976280: Forecasting Expected Returns in the Financial Markets

Vorgestellte Ausgabe

ISBN 10:  008097628X ISBN 13:  9780080976280
Verlag: Academic Press, 2014
Softcover