9781332273102 - on market timing and investment, performance part ii (classic reprint): statistical procedures for evaluating forecasting skills: statistical ... forecasting skills (classic reprint) di henriksson, roy d. (4 risultati)
- Brossura
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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EUR 24,29
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,52
EUR 3,85 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Altre immagini- Brossura
- Print on Demand
Da: Forgotten Books, London, Regno UnitoForgotten Books
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EUR 15,36
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Paperback. Condizione: New. Print on Demand. This book presents a statistical framework to evaluate the skill of market timers and security analysts. The author argues that forecasts can have positive value even if they are not perfectly accurate. The book first establishes a basic model of market timing to explore how patterns…of returns correspond to the patterns of returns from following certain option investment strategies. This isomorphic correspondence is then used as a basis to develop both parametric and nonparametric statistical procedures to test for superior forecasting skills. The author shows that it is possible to measure the contributions to portfolio performance from market timing and security analysis and that these measurements do not depend on any assumptions about the distribution of returns on securities. The book concludes that while the efficient markets theory and the random walk hypothesis have been soundly criticized and even refuted, there may in fact be exploitable opportunities in the market for above-average returns. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
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Da: Buchpark, Trebbin, GermaniaBuchpark
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EUR 9,12
EUR 105,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: Hervorragend. Zustand: Hervorragend | Seiten: 48 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.
