Forecasting Expected Returns in the Financial Markets - Couverture souple

Couverture souple

ISBN 10 : 008097628X ISBN 13 : 9780080976280

Editeur : Academic Press, 2014

A propos du livre

Revue de presse :

"Stephen Satchell's Forecasting Expected Returns in the Financial Markets is a long-awaited contribution to portfolio engineering. It blends very neat summaries of existing methods ranging from Bayesian techniques to robust or rank sorted optimizations with highly original cutting edge techniques. All contributions are written by outstanding and well-known individuals. I highly recommend this book. Reading it will come at no risk but with great return."
Dr Bernd Scherer, Managing Director, Global Head of Quantitative Structured Products, Morgan Stanley / IM-Alternative Investments

Biographie de l'auteur :

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.

À propos de cette édition

• Éditeur: Academic Press
• Date d'édition: 2014
• ISBN 10: 008097628X
• ISBN 13: 9780080976280
• Reliure: Broché
• Nombre de pages: 298