Introduction to Financial Forecasting in Investment Analysis

DOI10.1007/978-1-4614-5239-3zbMath1279.91002OpenAlexW624958987MaRDI QIDQ2911084

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

portfolioARMAcausalityforecastingregressioninvestmentARMArisk managementefficient portfolioasset allocationBarra modelearnings per shareglobal portfoliomarket-timingMarkowitz portfolio construction

Mathematics Subject Classification ID

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

Related Items (1)

Matrix representation of a binary relation using fuzzy and artificial learning theory. An algorithm which uses the potential functions learning rule

Uses Software

• SAS
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