Forecasting Expected Returns in the Financial Markets, (Quantitative Finance) - Hardcover
Book 19 of 20: Quantitative Finance
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.
*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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About the Author
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.
From the Back Cover
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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Forecasting Expected Returns in the Financial Markets (Quantitative Finance)
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Forecasting Expected Returns in the Financial Markets. Quantitative Finance.
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Forecasting Expected Returns in the Financial Markets. Quantitative Finance. Stephen Satchell
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Condition: gut. 2007. Forecasting Expected Returns in the Financial Markets. Quantitative Finance. In englischer Sprache. pages. Seller Inventory # BN426628