Forecasting Expected Returns in the Financial Markets (Quantitative Finance)

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Forecasting Expected Returns in the Financial Markets (Quantitative Finance) image
ISBN-10:

075068321X

ISBN-13:

9780750683210

Edition: 1
Released: Aug 30, 2007
Publisher: Academic Press
Format: Hardcover, 304 pages

Description:

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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