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    Forecasting Expected Returns in the Financial Markets
    Forecasting Expected Returns in the Financial Markets
    Forecasting Expected Returns in the Financial Markets
    Ebook232 pages7 hours

    Forecasting Expected Returns in the Financial Markets

    By Stephen Satchell

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    About this ebook

    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
    LanguageEnglish
    PublisherAcademic Press
    Release dateApr 8, 2011
    ISBN9780080550671
    Forecasting Expected Returns in the Financial Markets
    Author

    Stephen Satchell

    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.

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