Developments in Forecast Combination and Portfolio Choice, (9780471521655) — Readings Books

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Developments in Forecast Combination and Portfolio Choice
Hardback

Developments in Forecast Combination and Portfolio Choice

$304.99
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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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Format
Hardback
Publisher
John Wiley and Sons Ltd
Country
United States
Date
8 October 2001
Pages
342
ISBN
9780471521655

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.

Read More
Format
Hardback
Publisher
John Wiley and Sons Ltd
Country
United States
Date
8 October 2001
Pages
342
ISBN
9780471521655