Introduction to financial forecasting in investment analysis

DOI10.1007/978-1-4614-5239-3zbMATH Open1279.91002OpenAlexW624958987MaRDI QIDQ2911084FDOQ2911084

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

Recommendations

• Introduction to financial models for management and planning
• scientific article; zbMATH DE number 48326
• Analysis of financial time series
• Time-Series Forecasting
• Introduction to statistical methods for financial models

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)

Cited In (3)

• 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
• Title not available (Why is that?)

Uses Software

• EViews
• OxMetrics
• SAS

This page was built for publication: Introduction to financial forecasting in investment analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2911084)