Introduction To Financial Forecasting In Investment Analysis
First Statement of Responsibility
/John B. Guerard
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York
Name of Publisher, Distributor, etc.
: Springer
Date of Publication, Distribution, etc.
, 2013
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xi, 236 p. : ill. (some col.)
GENERAL NOTES
Text of Note
Code E.Book: 14919
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Index
CONTENTS NOTE
Text of Note
Forecasting: Its Purpose and Accuracy -- Regression Analysis and Forecasting Models -- An Introduction to Time Series Modeling and Forecasting -- Regression Analysis and Multicollinearity: Two Case Studies -- Transfer Function Modeling and Granger Causality Testing -- A Case Study of Portfolio Construction Using the USER Data and the Barra Aegis System -- More Markowitz Efficient Portfolios Featuring the USER Data and an Extension to Global Data and Investment Universes -- Forecasting World Stock Returns and Improved Asset Allocation -- Summary and Conclusions.