Anbieter: Romtrade Corp., STERLING HEIGHTS, MI, USA
Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 90,20
Anzahl: 4 verfügbar
In den WarenkorbZustand: New. pp. xxvi + 315 Illus.,
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
EUR 110,77
Anzahl: 15 verfügbar
In den WarenkorbHRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 116,81
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
EUR 127,40
Anzahl: Mehr als 20 verfügbar
In den WarenkorbGebunden. Zustand: New. CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance at Liverpool Business School, and Director of its Centre for International Banking, Economics and Finance (CIBEF). He is also a consultant to asset management firms and an Official Reviewer att.
Anbieter: Kennys Bookstore, Olney, MD, USA
EUR 182,32
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. This volume focuses on the following three themes: model and forecast combinations; structural change and long memory; and controlling downside risk and investment strategies. Editor(s): Dunis, Christian; Timmermann, Allan; Moody, John. Series: Financial Economics & Quantitative Analysis S. Num Pages: 342 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 239 x 164 x 26. Weight in Grams: 682. . 2001. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 207,80
Anzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 315 pages. 9.75x7.00x1.00 inches. In Stock.
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations; structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals efficiently with three key questions facing portfolio managers. How to achieve greater forecasting accuracy; how to deal with structural change in asset allocation models and how to control downside risk, i.e. the risk of loss, in portfolio management.