Forecasting Expected Returns in the Financial Markets

Forecasting Expected Returns in the Financial Markets book cover

Forecasting Expected Returns in the Financial Markets

Author(s): Stephen Satchell

  • Publisher: Academic Press
  • Publication Date: 2 Jan. 2014
  • Language: English
  • Print length: 298 pages
  • ISBN-10: 008097628X
  • ISBN-13: 9780080976280

Book Description

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.

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