ANALYSE FINANCIERE  © John Petroff Traduction: Françoise BRUNELLE Source: PEOI

Lectures Chapitre 5
Outils Analytiques

Lectures recommandées et références

Anderson, T.W., "The Statistical Analysis of Time-Series", Wiley, New York, 1971.

Aragon, George A., "A manager's complete guide to financial techniques", New York : Free Press ; London : Collier Macmillan, c1982.

Branch, Ben, " The Predictive Power of Stock Market Indicators", Journal of Financial and Quantitative Analysis, 11, June 1976.

Branch, Ben, "Investments: A Practical Approach", Longman, Chicago, 1985.

Box, G.E.P, and G.M. Jenkins, "Time Series Analysis, Forecasting and Control", Holden-Day, San Francisco, 1976

Brown, Bernice B., "Delphi Process: A Methodology Used for the Elicitation of Opinions Experts", Rand Corporation, Santa Monica, 1968.

Brown, R.G., "Smoothing, Forecasting and Prediction of Discrete Time Series", Prentice-Hall, Englwood Cliffs, NJ, 1963

Brown, Stephen J. and Mark P. Kritzman, "Quantitative methods for financial analysis", Irwin, Homewood, Ill., c1987.

Carleton, W.T., "Linear-programming and capital-budgeting models: A new interpretation", Journal of Finance, 24, December 1965.

Chorafas, Dimitris N., "The new technology of financial management", New York : Wiley, c1992

Chorafas, Dimitris N., "Financial models and simulation", New York, N.Y. : St. Martins, 1995.

Chow, Gregory C., " Econometric Analysis of Control Methods", Wiley, New York, 1981.

Chow, Gregory C., "Econometrics", McGraw-Hill, New York, 1983

Churchill, Gilbert A., "Marketing Research: Methodological Foundations", 2nd ed., Dryden Press, Hinsdale, Ill, 1979.

Dantzig, G.B., "Linear Programming and Extension", Prentice-Hall, Englewood Cliffs, NJ, 1963.

DeMark, Thomas R., "The new science of technical", New York : Wiley, c1994.

Drew, Garfield A., "A Clarification of the Odd Lot Theory", Financial Analyst Journal, 23, September-October 1965.

Dunis, Christian and Bin Zhou, "Nonlinear modelling of high frequency financial time series", Chichester, England ; New York : Wiley, c1998.

Garrison, Sharon Hatten, Wallace N. Davidson, Jr., and Michael A. Garrison, "Financial forecasting and planning : a guide for accounting, marketing, and planning managers", New York : Quorum, 1988.

Glikstein, David A., and Rolf E, Wubbels, " Dow Theory is Alive and Well", Journal of Portfolio Management, 9, Spring 1983.

Granger, C.W.J. and P. Newbold, "Forecasting Economic Time-Series", Academic Press, New York, 1975.

Green, Paul T., and Donald S. Tull, "Research for Marketing Decisions", 4th ed., Prentice-Hall, Englewood Cliffs, NJ, 1978.

Gross, Charles W. and Robin Peterson, "Business Forecasting", 2nd ed., Houghton Mifflin, Boston, 1983.

Gross, Charles W., and H.L. Vernon, "Introduction to Quantitative Methods: A Managerial Emphasis", John Wiley and Sons, New York, 1978.

Gupta, L.C., "Financial ratios for monitoring corporate sickness : towards a more systematic approach", Delhi : Oxford University Press, 1983

Holt, C.C., "Forecasting Seasonal and Trends by Exponentially Weighted Moving Averages", Carnegie Institute of Technology, Pittsburgh, 1957

Ijiri, Y., "Management Goals and Accounting for Control", Rand-McNally & Co., Chicago, 1965.

Jennings, Robert H., "Reaction of financial analysts to management earnings forecasts", Financial Analysts Research Foundation, Charlottesville, Va., c1985.

Johnston, J., "Econometric Methods", 2nd ed., McGraw-Hill, New York, 1972

Kefford, Bryan, "Financial modelling for business decisions", London : Kogan Page, 1995.

Kingdon, Jason, "Intelligent systems and financial forecasting", Springer, New York, c1997.

Kmenta, Jan, "Elements of Econometrics", Macmillan Publishing Co, New, York, 1971

Laakkonen, Arto, "Financial statement analysis and the evaluation of investment, financing, and dividend policy decisions of the firm : theoretical framework and empirical experiments with an interactive computer application", Vaasa : University of Vaasa, 1984.

Lee, Cheng F., "Financial Analysis and Planning, Theory and Application", Addison-Wesley, Reading, MA, 1985

Lee, S., "Decision analysis through goal programming", Decision Sciences, April 1971.

Malinvaud, E., " Statistical Methods of Econometrics", North-Holland Elsevier, Amsterdam, 1970.

Massey, Paul F., "The Mutual Fund Liquidity Ratio: A Trap for the Unwary", Journal of Portfolio Mangement, 5, no. 2, Winter 1979.

Moore, Franklin and Thomas Hendrick, " Production Operations Management", Irwin, Homewood, IL, 1980.

Reilly, Frank K., "Investments", 2nd ed., Dryden Press, Chicago, 1986.

Salkin, Gerald and Jonathan Kornbluth, "Linear programming in financial planning", Haymarket Publishing, London, 1973.

Siegel, Joel G., "How to analyze businesses, financial statements and the quality of earnings", Englewood Cliffs, N.J. : Prentice-Hall, c1982.

Sharpe, W.F., "A linear-programming approximation for the general portfolio analysis problem", Journal of Financial and Quantitative Analysis, 6, December 1971.

Strum, Jay E., "Introduction to Linear Programming", Holden-Day, San Francisco,1972.

Thomopolis, N., "Applied Forecasting Methods: An Evaluation", Econometrica, 36, July-October 1968.

Triggs, D.W. and D.H. Leach, " Esponential Smoothing with and Adaptive Response Rate", Operational Research Quarterly, 18, 1965.

Weingartner, H.M., "Mathematical Programming and the Analysis of Capital Budgeting Problems", Markham Publishing Co., Chicago, 1965.

Wiley, Robert J., "How to evaluate your net worth : making financial statements work for you", Wiley, New York, c1986.

Yamane, Taro, "Mathematics of Economists, An Elementary Survey", 2nd ed., Prentice-Hall, Emglewood Cliffs, NJ, 1968

Zweig, Martin E., "Understanding Technical Forecasting", Dow Jones & Co., New York, 1983.

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