Developments in Forecast Combination and Portfolio Choice (Hardback)  | Released: 08 Oct 2001

Dieses Buch basiert auf der 'Forecasting Financial Markets and Computational Finance Conference 2000'. Im wesentlichen konzentriert es sich auf die folgenden drei Themenschwerpunkte: Modell- und Prognosekombinationen, Strukturwandel sowie Steuerung von Kursverlustpotential und Anlagestrategien. Die Autoren sind fhrende internationale Forscher und Experten aus der Praxis. Hier beantworten sie ausfhrlich die drei Kernfragen, die fr Portfolio Manager von grtem Interesse sind: Wie erreicht man eine grere Prognosegenauigkeit? Wie begegnet man dem Strukturwandel bei Portfolio-Strukturierungsmodellen? Wie steuert man das Kursrisiko nach unten, d.h. wie wirkt man dem Kursverlust im Portfolio Management entgegen?About the Author: 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.