ISBN 13 : 978-1932495492

Sommaire : Chapter 1. Forecasting Financial Markets
Chapter 2. General Equilibrium Theories: Concepts and Applicability
Chapter 3. Extended Framework for Applying Modern Portfolio Theory
Chapter 4. New Territory: Modeling for Portfolio and Tactical Asset Management
Chapter 5. New Territory: Forecastability and the Long-Term Perspective
Chapter 6. Machine Learning
Chapter 7. Model Selection, Data Snooping, Overfitting, and Model Risk
Chapter 8. Predictive Models of Return
Chapter 9. Model Estimation
Chapter 10. Practical Considerations When Using Optimization Software
Chapter 11. Models in Practice: Industry Survey Results
Chapter 12. Quantitative Modeling Today and Tomorrow

Langue : Anglais

N° de collect° : April 2006, Vol. 2006, No. 2

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque