Kniha Developments in Forecast Combination & Portfolio Choice Dunis

Developments in Forecast Combination & Portfolio Choice

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-18 dnů
2 805
This volume focuses on the following three themes: model and forecast combinations; structural chang...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2001
Stránek
344
EAN
9780471521655
ISBN
0471521655
Enbook ID
04891927
Hmotnost
682
Rozměry
164 x 239 x 26

Kompletní popis

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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