Developments in forecast combination and portfolio choice

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Bibliographische Detailangaben
Weitere Verfasser:	Dunis, Christian (HerausgeberIn), Timmermann, Allan (BerichterstatterIn), Moody, John (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Chichester, Weinheim u.a. Wiley c2001
Schriftenreihe:	Series in financial economics and quantitative analysis
Schlagworte:	Portfolio-Management > Prognoseverfahren > Theorie > Investment analysis > Congresses > Portfolio management > Konferenzschrift
Online Zugang:	Cover Contributor biographical information Publisher description
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Titel	Jahr	Verfasser
Nonlinear ways to beat the market	2001	Albanis, George T.
Building a mean downside risk portfolio frontier	2001	Athayde, Gustavo M. de
Stress-testing correlations : an application to portfolio risk management	2001	Bourgoin, Frédérick
What exactly should we be optimising? : Criterion risk in multicomponent and multimodel forecasting	2001	Burgess, Andrew Neil
A meta-parameter approach to the construction of forecasting models for trading systems	2001	Towers, Neville
Predicting high performance stocks using dimensionality reduction techniques based on neural networks	2001	Albanis, George T.
Long-run volatility dependencies in intraday data and mixture of normal distributions	2001	Bourbel, Aurélie
Structural change and long memory in volatility : new evidence from daily exchange rates	2001	Beine, Michael
Portfolio optimisation in a downside risk framework	2001	Bramante, Ricardo
The use of market data and model combination to improve forecast accuracy	2001	Dunis, Christian
Comparison of parameter estimation methods in cyclical long memory time series	2001	Ferrara, Laurent
Implementing discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies	2001	Persson, Mattias
The three-moment CAPM : theoretical foundations and an asset pricing model comparison in a unified framework	2001	Jurczenko, Emmanuel