We present an explicit framework for horizon based investing that results in superior expected risk adjusted returns and lower turnover. The framework includes a means of empirically determining an expected horizon and its confidence intervals, an alpha model structure linking horizon with the...

What Do We Mean by "the Future"? -- Risk and Uncertainty -- Values and the Future -- Why Do We Want to Know the Future? -- Prediction and Planning -- Seeing the Future: Ideas from Philosophy, Linguistics, and Sociology -- Complexity and the Future -- Analytics and the Future -- Imagination and...

This book closely examines the concept and theory of "future" from a multidisciplinary perspective, focusing on the practice of forecasting, especially in its interaction with complexity. It highlights the relations between forecasting, decision-making and strategy, mixing technical arguments...