EasterBlack-owned or founded brands at TargetGroceryClothing, Shoes & AccessoriesBabyHomeFurnitureKitchen & DiningOutdoor Living & GardenToysElectronicsVideo GamesMovies, Music & BooksSports & OutdoorsBeautyPersonal CareHealthPetsHousehold EssentialsArts, Crafts & SewingSchool & Office SuppliesParty SuppliesLuggageGift IdeasGift CardsClearanceTarget New ArrivalsTarget Finds#TargetStyleTop DealsTarget Circle DealsWeekly AdShop Order PickupShop Same Day DeliveryRegistryRedCardTarget CircleFind Stores

Sponsored

Macroeconometric Models for Portfolio Management - (Economics) by Jeremy Kwok (Hardcover)

Macroeconometric Models for Portfolio Management - (Economics) by  Jeremy Kwok (Hardcover) - 1 of 1
$55.00 when purchased online
Target Online store #3991

About this item

Highlights

  • 'Macroeconometric Models for Portfolio Management' begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated.
  • Author(s): Jeremy Kwok
  • 244 Pages
  • Business + Money Management, Economics
  • Series Name: Economics

Description



About the Book



Macroeconometric Models for Portfolio Management' begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly. This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, 'Macroeconometric Models for Portfolio Management' will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.



Book Synopsis



'Macroeconometric Models for Portfolio Management' begins by outlining a portfolio management framework into which macroeconometric models and backtesting investment strategies are integrated. It is followed by a discussion on the theoretical backgrounds of both small and global large macroeconometric models, including data selection, estimation, and applications. Other practical concerns essential to managing a portfolio with decisions driven by macro models are also covered: model validation, forecast combination, and evaluation. The author then focuses on applying these models and their results on managing the portfolio, including making trading rules and asset allocation across different assets and risk management. The book finishes by showing portfolio examples where different investment strategies are used and illustrate how the framework can be applied from the beginning of collecting data, model estimation, and generating forecasts to how to manage portfolios accordingly.

This book aims to bridge the gap between academia and practising professionals. Readers will attain a rigorous understanding of the theory and how to apply these models to their portfolios. Therefore, 'Macroeconometric Models for Portfolio Management' will be of interest to academics and scholars working in macroeconomics and finance; to industry professionals working in financial economics and asset management; to asset managers and investors who prefer systematic investing over discretionary investing; and to investors who have a strong interest in macroeconomic influences on their portfolio.

Dimensions (Overall): 9.0 Inches (H) x 6.0 Inches (W) x .56 Inches (D)
Weight: 1.06 Pounds
Suggested Age: 22 Years and Up
Series Title: Economics
Sub-Genre: Economics
Genre: Business + Money Management
Number of Pages: 244
Publisher: Vernon Press
Theme: Macroeconomics
Format: Hardcover
Author: Jeremy Kwok
Language: English
Street Date: April 21, 2021
TCIN: 93385322
UPC: 9781622738847
Item Number (DPCI): 247-39-4718
Origin: Made in the USA or Imported
If the item details above aren’t accurate or complete, we want to know about it.

Shipping details

Estimated ship dimensions: 0.56 inches length x 6 inches width x 9 inches height
Estimated ship weight: 1.06 pounds
We regret that this item cannot be shipped to PO Boxes.
This item cannot be shipped to the following locations: American Samoa (see also separate entry under AS), Guam (see also separate entry under GU), Northern Mariana Islands, Puerto Rico (see also separate entry under PR), United States Minor Outlying Islands, Virgin Islands, U.S., APO/FPO

Return details

This item can be returned to any Target store or Target.com.
This item must be returned within 90 days of the date it was purchased in store, shipped, delivered by a Shipt shopper, or made ready for pickup.
See the return policy for complete information.

Related Categories

Get top deals, latest trends, and more.

Privacy policy

Footer

About Us

About TargetCareersNews & BlogTarget BrandsBullseye ShopSustainability & GovernancePress CenterAdvertise with UsInvestorsAffiliates & PartnersSuppliersTargetPlus

Help

Target HelpReturnsTrack OrdersRecallsContact UsFeedbackAccessibilitySecurity & FraudTeam Member Services

Stores

Find a StoreClinicPharmacyOpticalMore In-Store Services

Services

Target Circle™Target Circle™ CardTarget Circle 360™Target AppRegistrySame Day DeliveryOrder PickupDrive UpFree 2-Day ShippingShipping & DeliveryMore Services
PinterestFacebookInstagramXYoutubeTiktokTermsCA Supply ChainPrivacyCA Privacy RightsYour Privacy ChoicesInterest Based AdsHealth Privacy Policy