August 2007
Intermediate to advanced
304 pages
12h 22m
English
Content preview from Forecasting Expected Returns in the Financial Markets
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Elsevier UK Prelims-H8321 jobcode: FEF 28-6-2007 5:09p.m. Page:ix Trimsize:165
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List of contributors
Robert Almgren
Departments of Mathematics and Computer Science, University of Toronto, Toronto,
ON M5S, Canada
Neil Chriss
Department of Mathematics and Center for Financial Mathematics, University of
Chicago, Chicago, IL 60637, USA
Theo Darsinos
Faculty of Economics, University of Cambridge, Cambridge CB2 1TQ, UK
Wayne Ferson
Marshall School of Business, University of Southern California, 701 Exposition Blvd,
Los Angeles, CA
Edward Fishwick
Managing Director, Head of Equity Risk & Quantitative Analysis, BlackRock, 33 King
William Street, London, ...
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