Regression analysis is a quantitative tool that is easy to use and can provide valuable information on financial analysis and forecasting.

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...

We revisit an article by D. A. Freedman on screening variables for regression models. After summarizing his asymptotic results we show that the theory does not entirely explain the results of computer ...