Title:
Market timing models : constructing, implementing, and optimizing a market timing-based investment strategy
Personal Author:
Publication Information:
Chicago, IL : Irwin, 1997
ISBN:
9780786310999
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 30000003766445 | HG4529 A53 1997 | Open Access Book | Book | Searching... |
On Order
Summary
Summary
This work presents detailed descriptions of models designed to forecast financial markets for investment purposes, and also examines how to incorporate a market-timing approach into an investment strategy. Topics include: use of regression analysis to analyze forecast reliability; modelling the stock and bond markets, and large and small cap stocks; turning market forecasts into investment strategies; and alternative approaches to market forecasting.
