Introduction to financial forecasting in investment analysis
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
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| Format: | Book |
| Language: | English |
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New York :
Springer ,
c2013
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Table of Contents:
- 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