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 ...
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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.
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Add this copy of Macroeconometric Models for Portfolio Management to cart. $48.13, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2021 by Vernon Art and Science.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $51.09, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2021 by Vernon Press.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $52.97, new condition, Sold by Paperbackshop International rated 5.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2021 by Vernon Art and Science.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $55.99, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2021 by Vernon Press.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $56.08, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2021 by Vernon Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $56.24, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2021 by Vernon Press.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $59.30, new condition, Sold by BargainBookStores rated 4.0 out of 5 stars, ships from Grand Rapids, MI, UNITED STATES, published 2021 by Vernon Press.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $62.55, new condition, Sold by Paperbackshop International rated 5.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2021 by Vernon Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $65.38, new condition, Sold by Booksplease rated 3.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2021 by Vernon Press.
Add this copy of Macroeconometric Models for Portfolio Management to cart. $65.85, new condition, Sold by BargainBookStores rated 4.0 out of 5 stars, ships from Grand Rapids, MI, UNITED STATES, published 2021 by Vernon Press.
