‘Macroeconometric Models for Portfolio Management’ begins by outlining a portfolio management framework into which macroeconometric models and backtesting i

Macroeconomics tries to describe and explain the economywide movement of prices, output, and unemployment. The field has been sharply divided among various scho

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment manag

In this volume, specialists from traditionally separate areas in economics and finance investigate issues at the conjunction of their fields. They argue that fi

Publisher Description