Handbook of security analyst forecasting and asset allocation

著者

• Guerard, John
• Gültekin, Mustafa N.

書誌事項

Handbook of security analyst forecasting and asset allocation

edited by John B. Guerard, Jr., Mustafa N. Gültekin

（Contemporary studies in economic and financial analysis, v. 69）

JAI Press, c1993

注記

Includes bibliographical references

内容説明・目次

内容説明

Part of a series on contemporary studies in economic and financial analysis, this volume focuses on security analyst forecasting and asset allocation. Topics include market response to earning forecasts; and the effectiveness of security analysts' forecasts; among others.

目次

• The profitability use of profit forecasts - a survey of earnings expectations research, Stanley Levine and Dirk van Dijk
• the anatomy of an earnings surprise, Melissa R. Brown
• market response to earnings forecasts - a reversal study, Teresa A. John and John Bildersee
• management earnings forecasts and security prices, Christopher B. Barry and Robert H. Jennings
• new approach to formulating composite analyst-based earnings forecasts, Lawrence D. Brown and David M. Chen
• P/E ratios, interest rates, inflation, estimate revisions and the great crash of '87, Stanley Levine and Dirk van Dijk
• composite forecasting of annual corporate earnings - implications for portfolio managers, John B. Guerard, Jr. et al
• risk and return in equity markets - evidence using financial analysts' forecasts, Felicia Marston et al
• forecasting department store stock prices using revenue data, Michael D. Guerts et al
• the effectiveness of security analysts' forecasts, John B. Guerard, Jr. and Kenneth D. Lawrence
• earnings growth and the firm-size anomaly, Dan Givoly and Josef Lakonishok
• financial analysts' forecasts of corporate earnings growth - top down to bottom up, R.B. Boeble and Mustafa N. Gultekin
• differences of opinion and neglect - additional effects on risk and return, Christopher Barry and Mustafa N. Gultekin
• design of anomalies funds - concepts and experience, Dennis Capozza and Wiliam Ziemba
• composite forecasting of Japanese earnings, John B. Guerard, Jr. and Makoto Takano.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA19695728
• ISBN:
  • 1559381493
• LCCN: 92038909
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Greenwich, Conn.
• ページ数/冊数: xiv, 237 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4637
  • DC20 : 332.6
• 件名:
  • LCSH : Stock price forecasting -- Mathematical models
  • LCSH : Corporate profits -- Forecasting -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models
• 親書誌ID:
  • BA00346927