| 000 -LEADER |
|---|
| fixed length control field |
02436nam a22003974a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
ebr10190050 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
CaPaEBR |
| 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 or invalid record control number |
013763116 |
| Source |
Uk |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Cancelled/invalid ISBN |
9780750683210 (hbk.) |
|
|---|
| Cancelled/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. |
|
|---|
| Topical term or geographic name as entry element |
Securities |
| General subdivision |
Prices |
| -- |
Mathematical models. |
|
|---|
| 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 |
http://site.ebrary.com/lib/kliuc/Doc?id=10190050 |
| Public note |
An electronic book accessible through the World Wide Web; click to view |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
E-book |
