Forecasting expected returns in the financial markets (Record no. 85103)

MARC details
000 -LEADER
fixed length control field 02413nam a22003854a 4500
001 - CONTROL NUMBER
control field ebr10190050
003 - CONTROL NUMBER IDENTIFIER
control field CaPaEBR
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m u
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 071203s2007 ne a sb 001 0 eng c
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2007300193
015 ## - NATIONAL BIBLIOGRAPHY NUMBER
National bibliography number GBA765265
Source bnb
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER
Canceled/invalid record control number 013763116
Source Uk
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780750683210 (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 075068321X (hbk.)
040 ## - CATALOGING SOURCE
Original cataloging agency CaPaEBR
Transcribing agency CaPaEBR
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)213298563
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG4637
Item number .F66 2007eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63/2042
Edition number 22
245 00 - TITLE STATEMENT
Title Forecasting expected returns in the financial markets
Medium [electronic resource] /
Statement of responsibility, etc. edited by Stephen Satchell.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Amsterdam ;
-- Boston :
Name of publisher, distributor, etc. Academic Press,
Date of publication, distribution, etc. 2007.
300 ## - PHYSICAL DESCRIPTION
Extent x, 286 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Quantitative finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 2# - FORMATTED CONTENTS NOTE
Formatted contents note Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction.
Place of reproduction Palo Alto, Calif. :
Agency responsible for reproduction ebrary,
Date of reproduction 2013.
Note about reproduction Available via World Wide Web.
-- Access may be limited to ebrary affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stock price forecasting
General subdivision Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Securities
General subdivision Prices
-- Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investment analysis
General subdivision Mathematics.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term local
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Satchell, S.
Fuller form of name (Stephen)
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ebrary, Inc.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Quantitative finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://site.ebrary.com/lib/welingkar/Doc?id=10190050">http://site.ebrary.com/lib/welingkar/Doc?id=10190050</a>
Public note An electronic book accessible through the World Wide Web; click to view
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Date last seen Price effective from Koha item type
        Main Library Main Library 10/08/2015   332.63/2042 10/08/2015 10/08/2015 E-Books

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