Developments in Forecast Combination and Portfolio Choice
Dunis
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Description for Developments in Forecast Combination and Portfolio Choice
Hardcover. This volume focuses on the following three themes: model and forecast combinations; structural change and long memory; and controlling downside risk and investment strategies. Editor(s): Dunis, Christian; Timmermann, Allan; Moody, John. Series: Financial Economics & Quantitative Analysis S. Num Pages: 342 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 239 x 164 x 26. Weight in Grams: 682.
Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations; structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals efficiently with three key 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, i.e. the risk of loss, in portfolio management.
Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations; structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals efficiently with three key 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, i.e. the risk of loss, in portfolio management.
Product Details
Format
Hardback
Publication date
2001
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
342
Condition
New
Series
Financial Economics & Quantitative Analysis S.
Number of Pages
344
Place of Publication
New York, United States
ISBN
9780471521655
SKU
V9780471521655
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Dunis
CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms and an Official Reviewer attached to the European Commission for the evaluation of applications to Finance of emerging software technologies. He is an Editor of ... Read more
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