Portfolio and Investment Analysis with SAS: Financial Modeling Techniques for Optimization

— —

John B Guerard Ziwei Wang

Portfolio and Investment Analysis with SAS

Financial Modeling Techniques for Optimization

John B Guerard, Ziwei Wang, Ganlin Xu

$157.95 $126.29

Paperback

Not in-store but you can order this
How long will it take?

Availability Information

We source books from suppliers in Australia and overseas. For books we don't currently have in stock, the time it takes to get them from our suppliers can vary widely - from a few days to a few months - so we check each book with each supplier to determine the expected time it will take to be supplied to us.

We then advise you accordingly. If the time taken to get any book is too long for you, you can let us know and we will cancel or adjust your order, and refund as required.

To find out the anticipated arrival time for specific items prior to ordering, please contact us by phone or email:

Phone +61 2 9264 3111, or 1800 4 BOOKS (1800 4 26657) if outside Sydney:
option 1 Abbey's Bookshop (Crime, History, Science, Kids & more) • info@abbeys.com.au
option 2 Language Book Centre (ESL & Foreign Languages) • language@abbeys.com.au
option 3 Galaxy Bookshop (Sci-fi, Fantasy, Romance, Graphic Novels) • sf@galaxybooks.com.au

QTY:

English

SAS Institute
03 April 2019

Enterprise software; Mathematical & statistical software

Summary
Details

Choose statistically significant stock selection models using SAS(R)

Portfolio and Investment Analysis with SAS(R): Financial Modeling Techniques for Optimization is an introduction to using SAS to choose statistically significant stock selection models, create mean-variance efficient portfolios, and aggressively invest to maximize the geometric mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows that maximizing the geometric mean maximizes the utility of final wealth. The authors draw on decades of experience as teachers and practitioners of financial modeling to bridge the gap between theory and application.

Using real-world data, the book illustrates the concept of risk-return analysis and explains why intelligent investors prefer stocks over bonds. The authors first explain how to build expected return models based on expected earnings data, valuation ratios, and past stock price performance using PROC ROBUSTREG. They then show how to construct and manage portfolios by combining the expected return and risk models. Finally, readers learn how to perform hypothesis testing using Bayesian methods to add confidence when data mining from large financial databases.

By: John B Guerard, Ziwei Wang, Ganlin Xu
Imprint: SAS Institute
Dimensions: Height: 279mm, Width: 210mm, Spine: 12mm
Weight: 526g
ISBN: 9781635266924
ISBN 10: 1635266920
Pages: 230
Publication Date: 03 April 2019
Audience: General/trade , ELT Advanced
Format: Paperback
Publisher's Status: Active