Introduction to Financial Forecasting in Investment Analysis

1. Forecasting: Its Purpose and Accuracy
John B. Guerard

2. Regression Analysis and Forecasting Models
John B. Guerard

3. An Introduction to Time Series Modeling and Forecasting
John B. Guerard

4. Regression Analysis and Multicollinearity: Two Case Studies
John B. Guerard

5. Transfer Function Modeling and Granger Causality Testing
John B. Guerard

6. A Case Study of Portfolio Construction Using the USER Data and the Barra Aegis System
John B. Guerard

7. More Markowitz Efficient Portfolios Featuring the USER Data and an Extension to Global Data and Investment Universes
John B. Guerard

8. Forecasting World Stock Returns and Improved Asset Allocation
John B. Guerard

9. Summary and Conclusions
John B. Guerard

Avainsanat: Economics/Management Science, Financial Economics, Finance/Investment/Banking, Quantitative Finance