http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Introduction to financial forecasting in investment analysis
xi, 236 p. : ill. (some col.) ; 24 cm.
With an emphasis on 'earnings per share' this data-oriented book covers financial forecasting, understanding financial data, strategies such as share buybacks and R&D spending, creating efficient portfolios and hedging stock holdings with financial futures
1. Forecasting: Its purpose and accuracy -- 2. Regression analysis and forecasting models -- 3. An introduction to time series modeling and forecasting -- 4. Regression analysis and multicollinearity: two case studies -- 5. Transfer function modeling and granger causality testing -- 6. A case study of portfolio construction using the USER data and the Barra aegis system -- 7. More Markowitz efficient portfolios featuring the USER data and an extension to global data and investment universes -- 8. Forecasting world stock returns and improved asset allocation -- 9. Summary and conclusions
Includes bibliographical references and index