Financial Forecasting

The book reports how the financial forecasting models of Clive Granger and David Hendry, and their associates, can be employed to effectively implement the portfolio selection models of Harry Markowitz, Bill Sharpe, and Martin Gruber, and Ed Elton.

John B. Guerard, Jr. is an independent financial researcher living in Bluffton, South Carolina. Dimitrios Thomakos is Professor in Applied Econometrics and Director of Cybernetics and Artificial Intelligence Laboratory at the National and Kapodistrian University of Athens. Foteini Kyriazi is Assistant Professor of Quantitative and Mathematical Methods in the Department of Agribusiness and Supply Chain Management at the Agricultural University of Athens.