Items related to Robust Regression and Sensitivity Analysis in Estimating...
Robust Regression and Sensitivity Analysis in Estimating Mutual Funds Performance, 1945-1964 - Softcover
Synopsis
This book delves into the performance of mutual funds during a pivotal period in American financial history: 1945 to 1964. Challenging conventional wisdom of the time, the author investigates whether portfolio managers possessed superior forecasting capabilities, a question that continues to be debated today. By applying statistical techniques such as sensitivity analysis and robust regression, the author scrutinizes the performance of a sample of ten mutual funds. The book examines the impact of specific years, like 1962, on fund performance and identifies how various statistical approaches can influence the interpretation of data. Ultimately, the author presents a detailed analysis of mutual fund performance that highlights the need for robust statistical analysis and the complexities of interpreting data in the financial world. This book is a valuable resource for anyone interested in the history of investment management, the application of statistical methods to financial data, and the ongoing quest to understand the complexities of market behavior.
"synopsis" may belong to another edition of this title.
Search results for Robust Regression and Sensitivity Analysis in Estimating...
Seller Image
Robust Regression and Sensitivity Analysis in Estimating Mutual Funds
Print on DemandSeller: Forgotten Books, London, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Print on Demand. This book delves into the performance of mutual funds during a pivotal period in American financial history: 1945 to 1964. Challenging conventional wisdom of the time, the author investigates whether portfolio managers possessed superior forecasting capabilities, a question that continues to be debated today. By applying statistical techniques such as sensitivity analysis and robust regression, the author scrutinizes the performance of a sample of ten mutual funds. The book examines the impact of specific years, like 1962, on fund performance and identifies how various statistical approaches can influence the interpretation of data. Ultimately, the author presents a detailed analysis of mutual fund performance that highlights the need for robust statistical analysis and the complexities of interpreting data in the financial world. This book is a valuable resource for anyone interested in the history of investment management, the application of statistical methods to financial data, and the ongoing quest to understand the complexities of market behavior. 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. Seller Inventory # 9781334538940_0
Buy New
US$ 18.97
Free Shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Robust Regression and Sensitivity Analysis in Estimating Mutual Funds Performance, 19451964 Classic Reprint
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LW-9781334538940
Stock Image
Robust Regression and Sensitivity Analysis in Estimating Mutual Funds Performance, 19451964 Classic Reprint
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LW-9781334538940
Buy New
US$ 30.02
US$ 4.45 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 15 available