Introduction to Financial Forecasting in Investment Analysis

• Main Author: Guerard, Jr., John B. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Subjects: Economics.; Finance.; Economics/Management Science.; Financial Economics.; Finance/Investment/Banking.; Quantitative Finance.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-5239-3

Forecastingthe art and science of predicting future outcomeshas become a crucial skill in business and economic analysis. This volume introduces the reader to the tools, methods, and techniques of forecasting, specifically as they apply to financial and investing decisions.� With an emphasis on e...

Table of Contents:

• 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.