Introduction to financial forecasting in investment analysis

DOI10.1007/978-1-4614-5239-3MaRDI QIDQ2911084zbMATH OpenOpenAlexFDO

Authors John B. jun. Guerard

Publication date 12 September 2012

Full work available at URL https://doi.org/10.1007/978-1-4614-5239-3

zbMATH Keywords

forecastingregressionARMAcausalityportfolioasset allocationinvestmentARrisk managementefficient portfolioMABarra modelearnings per shareglobal portfoliomarket-timingMarkowitz portfolio construction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Portfolio theory (91G10) Corporate finance (dividends, real options, etc.) (91G50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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Cited in

(3)

• scientific article; zbMATH DE number 1958207 (Why is no real title available?)
• Introduction to financial models for management and planning
• Matrix representation of a binary relation using fuzzy and artificial learning theory. An algorithm which uses the potential functions learning rule

Describes a project that uses

Uses Software

• EViews
• OxMetrics
• SAS

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