Market Timing Models: Constructing, Implementing and Optimizing a Market Timing-Based...

by Richard Anderson

This work presents detailed descriptions of models designed to forecast financial markets for investment purposes, and also examines how to incorporate a market-timing approach into an investment strategy. Topics include: use of regression analysis to analyze forecast reliability; modelling the stock and bond markets, and large and small cap stocks; turning market forecasts into investment strategies; and alternative approaches to market forecasting.

• Format: Hardcover
• Language: English
• ISBN: 0786310995
• ISBN13: 9780786310999
• Release Date: October 1996
• Publisher: McGraw-Hill Companies
• Length: 214 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"

Customer Reviews

Good Review of Models and Forecasting Financial Markets

I found this to be an excellent book on forecasting financial markets. There is a very readable explanation about how to use forecasts for asset allocation and how some famous Wall Street analysts do their forecasting. I enjoyed this book and found it well written. This book is probably best for intermediate to expert financial people, however.

An Excellent Introduction to Modeling Financial Markets

This book explained in plain English how to model financial markets using common forecasting tools. I was especially interested in the thorough review of how data can be used and misused to create a forecast. This is important because it is directly related to the reliability of a forecast, which was also discussed in depth. There also an easy-to-understand explanation of modern portfolio theory, as well as a review of the approaches of three other Wall Street practioners. Altogether an excellent book.