| Title:
|
DEVELOPMENTS IN FORECAST COMBINATION AND PORTFOLIO CHOICE
|
| By: |
Christian Dunis (Editor), Allan G. Timmermann (Editor), John Moody (Editor) |
| Format: |
Hardback |
| List price:
|
£105.00 |
| Our price: |
£94.50 |
| Discount: |
|
| You save:
|
£10.50 |
|
|
|
|
|
| ISBN 10: |
0471521655 |
| ISBN 13: |
9780471521655 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
|
| Stock: |
Currently 0 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
30 August, 2001 |
| Series: |
Financial Economics & Quantitative Analysis S. |
| Pages: |
342 |
| Description: |
This volume focuses on the following three themes: model and forecast combinations; structural change and long memory; and controlling downside risk and investment strategies. |
| Synopsis: |
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. |
| Illustrations: |
Ill. |
| Publication: |
UK |
| Imprint: |
John Wiley & Sons Ltd |
| Returns: |
Returnable |