On Market Timing and Investment, Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (Classic Reprint) - Couverture souple
Synopsis
The digital edition of all books may be viewed on our website before purchase. Excerpt from On Market Timing and Investment, Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (Classic Reprint)
About the Publisher
Forgotten Books publishes hundreds of thousands of rare and classic books.
This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works. This text has been digitally restored from a historical edition. Some errors may persist, however we consider it worth publishing due to the work's historical value.The digital edition of all books may be viewed on our website before purchase.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Autres éditions populaires du même titre
Résultats de recherche pour On Market Timing and Investment, Performance Part II:...
Image fournie par le vendeur
On Market Timing and Investment, Performance Part II (Classic Reprint)
impression à la demandeVendeur : Forgotten Books, London, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Paperback. Etat : 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. N° de réf. du vendeur 9781332273102_0
Acheter neuf
EUR 15,46
Livraison gratuite
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
On Market Timing and Investment, Performance Part II Statistical Procedures for Evaluating Forecasting Skills Classic Reprint
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur LW-9781332273102
Acheter neuf
EUR 21,97
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 15 disponible(s)
Image d'archives
On Market Timing and Investment, Performance Part II Statistical Procedures for Evaluating Forecasting Skills Classic Reprint
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur LW-9781332273102
Acheter neuf
EUR 20,60
Expédition à EUR 3,80
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 15 disponible(s)
Image d'archives
On Market Timing and Investment, Performance Part II : Statistical Procedures for Evaluating Forecasting Skills (Classic Reprint)
Edité par
Forgotten Books, 2015
ISBN 10 : 1332273106
ISBN 13 : 9781332273102
Ancien ou d'occasion
Couverture souple
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Hervorragend. Zustand: Hervorragend | Seiten: 48 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar. N° de réf. du vendeur 26070010/1
Acheter D'occasion
EUR 16,66
Expédition à EUR 105
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)