Книга Developments in Forecast Combination & Portfolio Choice Dunis

Developments in Forecast Combination & Portfolio Choice

Език: Английски език
Корици: С твърди корици
Издател: John Wiley & Sons Inc
Наличност: Външен склад
Изпращаме след 10-18 дни
129.58 253.44 лв
This volume focuses on the following three themes: model and forecast combinations; structural chang...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
2001
страници
344
EAN
9780471521655
ISBN
0471521655
Enbook ID
04891927
Издател
Теглоt
682
Размери
164 x 239 x 26

Пълно описание

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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