Introduction to Financial Forecasting in Investment Analysis

by John B. Guerard, Jr

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

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Year of publication:	2013
Authors:	Guerard, Jr., John B.
Publisher:	New York, NY : Springer
Subject:	Finanzanalyse \| Financial analysis \| Prognoseverfahren \| Forecasting model \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Investitionsentscheidung \| Portfolio Selection \| Prognose
Description of contents:	Description [swbplus.bsz-bw.de] ; Description [zbmath.org]