Forecasting Expected Returns in the Financial Markets

Written By Stephen Satchell
Forecasting Expected Returns in the Financial Markets
  • Publsiher : Elsevier
  • Release : 08 April 2011
  • ISBN : 0080550673
  • Pages : 304 pages
  • Rating : /5 from reviews
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Download or read book entitled Forecasting Expected Returns in the Financial Markets by author: Stephen Satchell which was release on 08 April 2011 and published by Elsevier with total page 304 pages . This book available in PDF, EPUB and Kindle Format. 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

Forecasting Expected Returns in the Financial Markets

Forecasting Expected Returns in the Financial Markets
  • Author : Stephen Satchell
  • Publisher : Elsevier
  • Release Date : 2011-04-08
  • Total pages : 304
  • ISBN : 0080550673
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Summary : 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 ...

Neural Networks and the Financial Markets

Neural Networks and the Financial Markets
  • Author : Jimmy Shadbolt
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 273
  • ISBN : 0080550673
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Summary : This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard ...

Expected Returns

Expected Returns
  • Author : Antti Ilmanen
  • Publisher : John Wiley & Sons
  • Release Date : 2011-04-20
  • Total pages : 352
  • ISBN : 0080550673
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Summary : This comprehensive reference delivers a toolkit for harvesting market rewards from a wide range of investments. Written by a world-renowned industry expert, the reference discusses how to forecast returns under different parameters. Expected returns of major asset classes, investment strategies, and the effects of underlying risk factors such as growth, ...

Financial Markets and the Real Economy

Financial Markets and the Real Economy
  • Author : John Howland Cochrane
  • Publisher : Now Publishers Inc
  • Release Date : 2005
  • Total pages : 103
  • ISBN : 0080550673
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Summary : Financial Markets and the Real Economy reviews the current academic literature on the macroeconomics of finance....

Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets
  • Author : Stephen Satchell,John Knight
  • Publisher : Elsevier
  • Release Date : 2002-08-22
  • Total pages : 420
  • ISBN : 0080550673
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Summary : 'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modelling and forecasting techniques. It then uses a technical survey to explain the different ways to measure ...

Monetary Economics in Globalised Financial Markets

Monetary Economics in Globalised Financial Markets
  • Author : Ansgar Belke,Thorsten Polleit
  • Publisher : Springer Science & Business Media
  • Release Date : 2011-06-14
  • Total pages : 819
  • ISBN : 0080550673
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Summary : This book integrates the fundamentals of monetary theory, monetary policy theory and financial market theory, providing an accessible introduction to the workings and interactions of globalised financial markets. Includes examples and extensive data analyses....

The Predictabilty of German Stock Returns

The Predictabilty of German Stock Returns
  • Author : Judith Klähn
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 128
  • ISBN : 0080550673
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Summary : Judith Klähn proves that some of the most important variables in predicting U.S. equity returns are not significant for the German stock market. She shows that the composition of Germany's investor base plays an important role, and she outlines the variables crucial for the German stock market....

Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets
  • Author : John Knight,John L. Knight,Stephen Satchell
  • Publisher : Butterworth-Heinemann
  • Release Date : 2002
  • Total pages : 407
  • ISBN : 0080550673
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Summary : 'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modelling and forecasting techniques. It then uses a technical survey to explain the different ways to measure ...

Handbook of the Economics of Finance

Handbook of the Economics of Finance
  • Author : G. Constantinides,Rene M. Stulz,M. Harris
  • Publisher : Elsevier
  • Release Date : 2003-11-04
  • Total pages : 694
  • ISBN : 0080550673
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Summary : Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure....

The Analytics of Risk Model Validation

The Analytics of Risk Model Validation
  • Author : George A. Christodoulakis,Stephen Satchell
  • Publisher : Elsevier
  • Release Date : 2007-11-14
  • Total pages : 216
  • ISBN : 0080550673
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Summary : Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part ...

A Reappraisal of the Efficiency of Financial Markets

A Reappraisal of the Efficiency of Financial Markets
  • Author : Rui M.C. Guimaraes,Brian G. Kingsman,Stephen J. Taylor
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-06-29
  • Total pages : 804
  • ISBN : 0080550673
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Summary : The behaviour of market prices is a fascinating subject for researchers. Opinions vary substantially. from the view that prices accurately and quickly reflect relevant information to the other extreme that prices are not rationally determined and are hence to some degree predictable. This diversity of belief about the efficiency of ...

Forecasting Financial Markets

Forecasting Financial Markets
  • Author : Dunis
  • Publisher : John Wiley & Sons Incorporated
  • Release Date : 1996-10-07
  • Total pages : 292
  • ISBN : 0080550673
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Summary : Today? s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news. The mathematical techniques and models used in the forecasting of financial markets have therefore grown ever more sophisticated as traders, analysts and investors ...

Stock Return Predictability

Stock Return Predictability
  • Author : Arthur Ritter
  • Publisher : GRIN Verlag
  • Release Date : 2015-05-27
  • Total pages : 15
  • ISBN : 0080550673
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Summary : Research Paper (postgraduate) from the year 2015 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 17 (1,3), University of St Andrews (School of Management), course: Investment and Portfolio Management, language: English, abstract: Empirical evidence of stock return predictability obtained by financial ratios or macroeconomic factors has received substantial attention ...

Quantitative Investing

Quantitative Investing
  • Author : Lingjie Ma
  • Publisher : Springer Nature
  • Release Date : 2020-09-07
  • Total pages : 455
  • ISBN : 0080550673
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Summary : This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the world of industry. A successful quantitative investment strategy requires an individual to possess a deep understanding of the financial markets, investment theories and econometric ...

Collectible Investments for the High Net Worth Investor

Collectible Investments for the High Net Worth Investor
  • Author : Stephen Satchell
  • Publisher : Academic Press
  • Release Date : 2009-07-07
  • Total pages : 352
  • ISBN : 0080550673
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Summary : Many high net worth individuals are interested in diversifying their portfolios and investing in collectibles. A collectible is any physical asset that appreciates in value over time because it is rare or desired by many. Stamps, coins, fine art, antiques, books, and wine are examples of collectibles. Where does the ...