Lyt når som helst, hvor som helst

Nyd den ubegrænsede adgang til tusindvis af spændende e- og lydbøger - helt gratis

  • Lyt og læs så meget du har lyst til
  • Opdag et kæmpe bibliotek fyldt med fortællinger
  • Eksklusive titler + Mofibo Originals
  • Opsig når som helst
Start tilbuddet
DK - Details page - Device banner - 894x1036

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

Sprog
Engelsk
Format
Kategori

Fakta

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 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.

© 2019 SAS Institute (E-bog): 9781635266894

Release date

E-bog: 2. april 2019

Andre kan også lide...

  1. A Little History of Economics Niall Kishtainy
  2. Investing in One Lesson Mark Skousen
  3. Financial Modeling and Valuation: A Practical Guide to Investment Banking and Private Equity Paul Pignataro
  4. Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets Nassim Nicholas Taleb
  5. Invested: How Warren Buffett and Charlie Munger Taught Me to Master My Mind, My Emotions, and My Money (with a Little Help From My Dad) Danielle Town
  6. The Dhandho Investor: The Low-Risk Value Method to High Returns Mohnish Pabrai
  7. The Hedge Funds Book: How to Invest In Hedge Funds & Earn High Rates of Returns Safely Alan Northcott
  8. The Little Book of Valuation: How to Value a Company, Pick a Stock and Profit Aswath Damodaran
  9. Tao of Charlie Munger: A Compilation of Quotes from Berkshire Hathaway's Vice Chairman on Life, Business, and the Pursuit of Wealth With Commentary by David Clark David Clark
  10. The Bed of Procrustes: Philosophical and Practical Aphorisms Nassim Nicholas Taleb
  11. Quantum Entanglement Jed Brody
  12. The Book of Investing Wisdom: Classic Writings by Great Stock-Pickers and Legends of Wall Street Peter Krass
  13. The Big Secret for the Small Investor: The Shortest Route to Long-Term Investment Success Joel Greenblatt
  14. The Little Book That Still Beats the Market Joel Greenblatt
  15. Swing Trading For Dummies: 2nd Edition Omar Bassal, CFA
  16. John Neff on Investing John Neff
  17. The Complete Guide to Investing in Bonds and Bond Funds: How to Earn High Rates of Returns – Safely Martha Maeda
  18. Investment Banking: Valuation, LBOs, M&A, and IPOs, 3rd Edition Joshua Rosenbaum
  19. Gamechanger Investing Hilary Kramer
  20. The Intelligent Investor Rev Ed. Benjamin Graham
  21. Free Will Sam Harris
  22. Warren Buffett on Business: Principles from the Sage of Omaha Warren Buffett
  23. The Gene: An Intimate History Siddhartha Mukherjee
  24. 7 Secrets to Investing Like Warren Buffett Mary Buffett
  25. Leadership Strategy and Tactics: Learn to Lead Like a Navy SEAL, from the Bestselling Author of 'Extreme Ownership' and 'The Dichotomy of Leadership' Jocko Willink
  26. Warren Buffett's Management Secrets: Proven Tools for Personal and Business Success Mary Buffett
  27. Warren Buffett's Ground Rules: Words of Wisdom from the Partnership Letters of the World's Greatest Investor Jeremy C. Miller
  28. Irrationality: A History of the Dark Side of Reason Justin Smith-Ruiu
  29. Noise Daniel Kahneman
  30. Principles for Dealing with the Changing World Order: Why Nations Succeed or Fail Ray Dalio
  31. Secrets of the Millionaire Mind: Mastering the Inner Game of Wealth T. Harv Eker
  32. One Up On Wall Street: How To Use What You Already Know To Make Money In The Market Peter Lynch
  33. The Compound Effect: Jumpstart Your Income, Your Life, Your Success Darren Hardy
  34. Strategic Investment: Real Options and Games Han T. J. Smit
  35. Principles: Life and Work Ray Dalio
  36. How To Win Friends And Influence People Dale Carnegie
  37. Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice William F. Sharpe
  38. The Little Book of Behavioral Investing: How not to be your own worst enemy (Little Book, Big Profits) James Montier
  39. The Innovators: How a Group of Hackers, Geniuses, and Geeks Created the Digital Revolution Walter Isaacson
  40. Narrative Economics: How Stories Go Viral and Drive Major Economic Events Robert J. Shiller
  41. Trading for Dummies Michael Griffis
  42. Good to Great Jim Collins
  43. Crash Course Financial Modelling Introbooks Team
  44. Warren Buffett Speaks: Wit and Wisdom from the World's Greatest Investor Janet Lowe
  45. Nudge: Improving Decisions About Health, Wealth, and Happiness Richard H. Thaler
  46. The Elements of Investing Charles D. Ellis

Vælg dit abonnement

  • Over 600.000 titler

  • Download og nyd titler offline

  • Eksklusive titler + Mofibo Originals

  • Børnevenligt miljø (Kids Mode)

  • Det er nemt at opsige når som helst

Flex

For dig som vil prøve Mofibo.

89 kr. /måned
  • 1 konto

  • 20 timer/måned

  • Gem op til 100 ubrugte timer

  • Eksklusivt indhold hver uge

  • Fri lytning til podcasts

  • Ingen binding

Prøv gratis
Den mest populære

Premium

For dig som lytter og læser ofte.

129 kr. /måned
  • 1 konto

  • 100 timer/måned

  • Eksklusivt indhold hver uge

  • Fri lytning til podcasts

  • Ingen binding

Start tilbuddet

Unlimited

For dig som lytter og læser ubegrænset.

149 kr. /måned
  • 1 konto

  • Ubegrænset adgang

  • Eksklusivt indhold hver uge

  • Fri lytning til podcasts

  • Ingen binding

Start tilbuddet

Family

For dig som ønsker at dele historier med familien.

Fra 179 kr. /måned
  • 2-6 konti

  • 100 timer/måned pr. konto

  • Fri lytning til podcasts

  • Kun 39 kr. pr. ekstra konto

  • Ingen binding

2 konti

179 kr. /måned
Prøv gratis