Developments in Forecast Combination and Portfolio ChoiceISBN: 978-0-471-52165-5
Hardcover
344 pages
October 2001
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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.