Developments in Forecast Combination and Portfolio Choice (Innbundet)

Serie: Financial Economics & Quantitative Analysis S. 

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Innbinding: Innbundet
Utgivelsesår: 2001
Antall sider: 342
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
Serie: Financial Economics & Quantitative Analysis S.
ISBN/EAN: 9780471521655
Omtale: Developments in Forecast Combination and Portfolio Choice
This volume focuses on the following three themes: model and forecast combinations; structural change and long memory; and controlling downside risk and investment strategies. It deals with three questions facing portfolio managers: how to achieve greater forecasting accuracy; how to deal with structural change in asset allocation models; and how to control downside risk.

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