MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02383cam a22003614a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
15100451 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20080505143221.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
071203s2007 ne a b 001 0 eng c |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2007300193 |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER |
|---|
| National bibliography number |
GBA765265 |
| Source |
bnb |
| 016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
|---|
| Record control number |
013763116 |
| Source |
Uk |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780750683210 (hbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
075068321X (hbk.) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)ocn166314253 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
UKM |
| Transcribing agency |
UKM |
| Modifying agency |
BAKER |
| -- |
YDXCP |
| -- |
PIT |
| -- |
IAC |
| -- |
IQU |
| -- |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
ukblsr |
| -- |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4637 |
| Item number |
.F66 2007 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.632042 |
| Edition number |
22 |
| Item number |
FOR |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Forecasting expected returns in the financial markets / |
| Statement of responsibility, etc |
edited by Stephen Satchell. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Amsterdam ; |
| -- |
Boston : |
| Name of publisher, distributor, etc |
Academic Press, |
| Date of publication, distribution, etc |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
x, 286 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 440 #0 - |
|---|
| -- |
Quantitative finance series |
| -- |
3421 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 2# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stock price forecasting |
| General subdivision |
Mathematics. |
| 9 (RLIN) |
3422 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Securities |
| General subdivision |
Prices |
| -- |
Mathematical models. |
| 9 (RLIN) |
3423 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Investment analysis |
| General subdivision |
Mathematics. |
| 9 (RLIN) |
3424 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Satchell, S. |
| Fuller form of name |
(Stephen) |
| 9 (RLIN) |
3425 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0833/2007300193-d.html">http://www.loc.gov/catdir/enhancements/fy0833/2007300193-d.html</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Item type |
Book - Borrowing |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) |
|---|
| -- |
2009-04-08 |