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Developments in Forecast Combination and Portfolio Choice

Christian L. Dunis (Editor), Allan Timmermann (Editor), John E. Moody (Editor)
ISBN: 978-0-471-52165-5
Hardcover
344 pages
October 2001
List Price: US $170.00
Government Price: US $108.80
Enter Quantity:   Buy
Developments in Forecast Combination and Portfolio Choice (0471521655) cover image
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.

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.
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