Carte Developments in Forecast Combination & Portfolio Choice Dunis

Developments in Forecast Combination & Portfolio Choice

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 10-18 zile
641.12 lei
This volume focuses on the following three themes: model and forecast combinations; structural chang...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2001
Pagini
344
EAN
9780471521655
ISBN
0471521655
Enbook ID
04891927
Greutate
682
Dimensiuni
164 x 239 x 26

Descriere completă

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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