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Introduction to Financial Forecasting in Investment Analysis

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Introduction to Financial Forecasting in Investment Analysis

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作 者:Jr., John B. Guerard

出 版 社:

出版时间:2012年11月30日

I S B N:9781461452386

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内容简介

作者简介

John B. Guerard, Jr., is Director of Quantitative Research at McKinley Capital Management, Inc., in Anchorage, Alaska, specializing in quantitative models for stock selection and portfolio construction. For twenty years, he has served as a financial analyst, consultant, and executive, in such organizations as Drexel Burnham Lambert, Inc., Daiwa Securities Trust Co., Vantage Global Advisors, and Bryn Mawr Capital Management, Inc. He has taught courses in finance and investment at Rutgers University, New York University, and Lehigh University, among others, and has published in such journals as International Journal of Forecasting, Research in Finance, and Management Science. He is author or co-author of Handbook of Financial Decision Making (Probus Publishing Company, 1989), Forecasting Sales (JAI Press, 1994), Corporate Financial Policy and R&D Management (Wiley, 2005), Quantitative Corporate Finance (Springer, 2007), and editor of The Handbook of Portfolio Construction (Springer, 2009).

作者简介

目录

Chapter 1: Why do we forecast?.- Chapter 2: Regression Analysis and Forecasting Models.- Chapter 3: An Introduction to Time Series Modeling and Forecasting.- Chapter 4: Regression Analysis and Multicollinearity: Two Case Studies.- Chapter 5: Multiple Time Series Analysis and Causality Testing.- Chapter 6: A Case Study of Portfolio Construction using the USER Data and the Barra Aegis System.- Chapter 7: More Efficient Portfolios Featuring the USER Data and an Extension to Global Data and Investment Universes.- Chapter 8: Forecasting World Stock Returns and Improved Asset Allocation.- Chapter 9: Summary and Conclusions.

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