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Portfolio and investment analysis with SAS financial modeling techniques for optimization

Choose statistically significant stock selection models using SAS® Portfolio and Investment Analysis with SAS®: Financial Modeling Techniques for Optimization is an introduction to using SAS to choose statistically significant stock selection models, create mean-variance efficient portfolios, and ag...

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Bibliographic Details
Main Authors: Guerard, John, Wang, Ziwei (Author), Xu, Ganlin (Author)
Format: eBook
Language:English
Published: Cary, NC SAS Institute 2019
Subjects:
Portfolio Management / Fast
Investments / Http://id.loc.gov/authorities/subjects/sh85067715
Portfolio Management / Http://id.loc.gov/authorities/subjects/sh85105080
Analyse Financière
Investment Analysis / Fast
Investissements
Investment Analysis / Http://id.loc.gov/authorities/subjects/sh85067707
Gestion De Portefeuille
Investments
Investments / Fast
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Includes bibliographical references and index
  • Why do we invest?
  • An introduction to financial statement analysis
  • The risk and return of equity and the capital asset pricing model
  • Robust regression and stock selection in global equity markets
  • The theory of risk, return, and performance measurement
  • Data mining corrections

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