Introduction to Financial Forecasting in Investment Analysis

• Κύριος συγγραφέας: Guerard, Jr., John B. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Θέματα: Finance.; Economics, Mathematical.; Macroeconomics.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Finance, general.; Quantitative Finance.

Forecasting—the art and science of predicting future outcomes—has become a crucial skill in business and economic analysis. This volume introduces the reader to the tools, methods, and techniques of forecasting, specifically as they apply to financial and investing decisions.  With an emphasis on “e...

Πίνακας περιεχομένων:

• Chapter 1: Why do we forecast?
• Chapter 2: Regression Analysis and Forecasting Models
• Chapter 3: An Introduction to Time Series Modeling and Forecasting
• Chapter 4: Regression Analysis and Multicollinearity: Two Case Studies
• Chapter 5: Multiple Time Series Analysis and Causality Testing
• Chapter 6: A Case Study of Portfolio Construction using the USER Data and the Barra Aegis System
• Chapter 7: More Efficient Portfolios Featuring the USER Data and an Extension to Global Data and Investment Universes
• Chapter 8: Forecasting World Stock Returns and Improved Asset Allocation
• Chapter 9: Summary and Conclusions.