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DEVELOPMENTS IN FORECAST COMBINATION AND PORTFOLIO CHOICE

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Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations, structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals efficiently with three key 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, i.e. the risk of loss, in portfolio management.

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Availability

10005485

332.6 DUN d

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Christian Dunis

Call Number

332.6 DUN d

Publisher

Chicester : John Wiley & Sons., 2001

Collation

xxvi, 315 p. : ill. ; 26 cm.

Language

English

ISBN/ISSN

0-471-52165-5

Classification

332.6

Content Type

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Edition

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Subject(s)

Buku Umum
Investment Analysis
Congresses
Portfolio Management

Specific Detail Info

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