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Christian L. Dunis

Developments in Forecast Combination and Portfolio Choice

Buch

Dunis, Timmermann and Moody have assembled a fascinating and insightful collection of articles that address the latest developments in forecast combination, long memory, and portfolio choice. These papers present state-of-the-art estimation techniques along with relevant empirical applications. Both academics and practitioners will find this anthology to be a worthy addition to their libraries. -- Joshua Rosenberg, NYU - Stern School of BusinessA modern book on financial econometrics has to consider interesting and relevant topics from the viewpoint of recently developed techniques that have been shown to actually work. This book delivers in… Mehr

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Produktdetails


Weitere Autoren: Timmermann, Allan / Moody, John E.
  • ISBN: 978-0-471-52165-5
  • EAN: 9780471521655
  • Produktnummer: 1683850
  • Verlag: Wiley
  • Sprache: Englisch
  • Erscheinungsjahr: 2001
  • Seitenangabe: 344 S.
  • Masse: H25.0 cm x B17.3 cm x D2.3 cm 710 g
  • Gewicht: 710

Über den Autor


CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms and an Official Reviewer attached to the European Commission for the evaluation of applications to Finance of emerging software technologies. He is an Editor of the European Journal of Finance and has published widely in the field of financial market analysis and forecasting.ALLAN TIMMERMANN is Professor of Economics at University of California, San Diego. He is on the editorial board of the Journal of Forecasting and Journal of Business and Economic Statistics. His research is concerned with modelling the dynamics and predictability of returns in financial markets. Professor Timmermann has held positions at Birkbeck College and the London School of Economics.JOHN MOODY is the Director of the Computational Finance program and a Professor of Computer Science at the Oregon Graduate Institute. His research interests include computational finance, time series analysis and machine learning. Professor Moody has held positions at Yale University and the Institute for Theoretical Physics.

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