English | 2021 | ISBN: 1622738845, 978-1648893018 | 243 pages | True PDF | 19.32 MB
'Macroeconometric Models for Portfolio Management' begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly.
This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, 'Macroeconometric Models for Portfolio Management' will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.
Views: 10 
Comments (0)
free Macroeconometric Models for Portfolio Management, Downloads Macroeconometric Models for Portfolio Management, RapidShare Macroeconometric Models for Portfolio Management, Megaupload Macroeconometric Models for Portfolio Management, Mediafire Macroeconometric Models for Portfolio Management, DepositFiles Macroeconometric Models for Portfolio Management, HotFile Macroeconometric Models for Portfolio Management, Uploading Macroeconometric Models for Portfolio Management, Easy-Share Macroeconometric Models for Portfolio Management, FileFactory Macroeconometric Models for Portfolio Management, Vip-File Macroeconometric Models for Portfolio Management, Shared Macroeconometric Models for Portfolio Management, Please feel free to post your Macroeconometric Models for Portfolio Management Download, Movie, Game, Software, Mp3, video, subtitle, sample, torrent, NFO, Crack, uploaded, putlocker, Rapidgator, mediafire, Netload, Zippyshare, Extabit, 4shared, Serial, keygen, Watch online, requirements or whatever-related comments here.
Related Downloads :
{related-news}