Forecasting Expected Returns in the Financial Markets - Brossura

Brossura

ISBN 10: 008097628X ISBN 13: 9780080976280

Casa editrice: Academic Press, 2014

Riassunto

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.

Su questo libro

L'autore:

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.

Su questa edizione

• Editore: Academic Press
• Data di pubblicazione: 2014
• ISBN 10: 008097628X
• ISBN 13: 9780080976280
• Rilegatura: Copertina flessibile
• Numero di pagine: 298
• Redattore: Satchell Stephen