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Developments in Forecast Combination and Portfolio Choice

Allan Timmermann editor Christian L Dunis editor John E Moody editor

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:30th Aug '01

Currently unavailable, and unfortunately no date known when it will be back

Developments in Forecast Combination and Portfolio Choice cover

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.

ISBN: 9780471521655

Dimensions: 251mm x 174mm x 25mm

Weight: 652g

344 pages