Sunday 6 March 2011

Forecasting Expected Returns in the Financial Markets (Quantitative Finance)



Forecasting Expected Returns in the Financial Markets (Quantitative Finance)
Stephen Satchell | 2007-08-30 00:00:00 | Academic Press | 304 | Finance
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
Reviews
This book features some great paper focused in the forecasting theme. Its remarks were very aligned with my own empirical observations and modeling experience. Very readable in general, particularly for those with an analytical background, and an interest in financial modeling.

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