Compartir
Portfolio and Investment Analysis with SAS: Financial Modeling Techniques for Optimization (en Inglés)
John B. Guerard
(Autor)
·
Ziwei Wang
(Autor)
·
Ganlin Xu
(Autor)
·
SAS Institute
· Tapa Dura
Portfolio and Investment Analysis with SAS: Financial Modeling Techniques for Optimization (en Inglés) - Guerard, John B. ; Wang, Ziwei ; Xu, Ganlin
$ 119.820
$ 199.700
Ahorras: $ 79.880
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Lunes 19 de Agosto y el
Lunes 02 de Septiembre.
Lo recibirás en cualquier lugar de Argentina entre 1 y 3 días hábiles luego del envío.
Reseña del libro "Portfolio and Investment Analysis with SAS: Financial Modeling Techniques for Optimization (en Inglés)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Dura.
✓ Producto agregado correctamente al carro, Ir a Pagar.