Autorentext

John B. Guerard, Jr. is an independent financial researcher living in Bluffton, South Carolina. Dimitrios Thomakos is Professor in Applied Econometrics and Director of Cybernetics and Artificial Intelligence Laboratory at the National and Kapodistrian University of Athens. Foteini Kyriazi is Assistant Professor of Quantitative and Mathematical Methods in the Department of Agribusiness and Supply Chain Management at the Agricultural University of Athens.

Klappentext

Financial forecasting is an integral element to creating effective financial management and portfolio selection decision-making. In this volume, the authors report financial modelling results to corporate financial policies of forecasting sales and earnings, which are key inputs to dividend policy, capital investment, stock buybacks, and optimal debt policy. Financial forecasts of earnings enhance portfolio selection in US, Japanese, global, and emerging market portfolios. The book reports how the financial forecasting models of Clive Granger and David Hendry, and their associates, can be employed to effectively implement the portfolio selection models of Harry Markowitz, Bill Sharpe, and Martin Gruber, and Ed Elton.

Inhalt

• 1: Introduction
• 2: Methods and Models in Forecasting
• 3: Forecast Averaging, Adaptive Learning, and the *c-method
• 4: Rolling Window Averaging
• 5: Applications of Automatic Time Series Modelling and Forecasting
• 6: Financial Statement Analysis for Forecasters
• 7: Portfolio Selection and Measurement: Reporting the Enhancement of Forecasting in Portfolio Selection
• 8: Summary and Conclusions