Portfolio and investment analysis with SAS : financial modeling techniques for optimization

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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Detalles Bibliográficos
Otros Autores: Guerard, John B., author (author), Xu, Ganlin, author, Wang, Ziwei, author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cary, NC : SAS Institute, Inc [2019]
Edición:1st edition
Materias:
Portfolio management.
Investment analysis.
Investments.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630499906719
Tabla de Contenidos:
  • 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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