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Forecasting Expected Returns in the Financial Markets

Stephen Satchell
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Stephen Satchell: Consultant to financial institutions and Reader in Financial Econometrics at Trinity College, Cambridge, Stephen Satchell is Editor-in-Chief of the Journal of Asset Management and Derivatives, Use, Trading, and Regulation. He has edited or authored over 20 books on finance.

in Elsevier Monographs from Elsevier, currently edited by Candice Janco

Abstract: 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

Keywords: market efficiency; Black-Litterman model; portfolio; Bayesian analysis; liquidity; price; investment (search for similar items in EconPapers)
Date: 2007 Originally published 2007-07-16.
Edition: 1
ISBN: 978-0-7506-8321-0
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Citations: View citations in EconPapers (24)

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