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| Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation | ||
| Price: 43.95 USD |  | |
| 252 pages | ||
| ISBN: 978-1-55544-623-9 | | |
| Publisher: SAS Publishing | | |
| Copyright Date: June 1994 | | |
| Description: | ||
| Whether you want to analyze risk and return of stocks individually or in portfolios, this book gives you lots of examples to copy and use "as is" or you can easily adapt them to your specific needs. The SAS example code is thoroughly explained--for each procedure, for each statement, and for each option. Even if you're a novice, you can quickly learn the fundamentals of SAS software, and easily gain programming experience. You will be able to select assets to build your portfolio; value stocks, bonds, and options; evaluate portfolio performance; analyze fundamental data; and perform risk analysis. | ||
Stock Market Analysis Using the SAS System: Portfolio Selection and EvaluationContents
Chapter 1 Background Topics
- Introduction
- Single-Period Return Measure
- Multiple-Period Return Measures
- Calculating Expected Returns
- Risk Measures
- Learning More
- References
- Introduction
- Fixed-Dollar Dividends
- Constant-Growth Dividends
- Multiperiod DCF Methodology
- Searching For Overpriced and Underpriced Stocks
- Chapter Summary
- Learning More
- References
- Introduction
- Sorting Stocks by Financial Characteristics
- Clustering Stocks by Financial Characteristics
- Creating Tree Diagrams
- Learning More
- References
- Introduction
- The CAPM in Risk Premium Form
- Applying the CAPM to Additional Stocks
- Using the CAPM Bs and the Security Market Line
- Chapter Summary
- Learning More
- References
- Introduction
- Portfolio Creation Using Linear Programming
- Portfolio Creation Using Integer Programming
- Portfolio Creation with Short Sales Allowed Chapter Summary
- Learning More
- References
- Introduction
- Portfolio Creation Using the DATA step and PROC CORR
- Portfolio Creation Using PROC NLP
- Chapter Summary
- Learning More
- References
- Introduction
- Comparing Expected and Actual Returns
- Evaluating Portfolio Performance Using CAPM Regressions
- Evaluating Portfolio Performance Using Total Risk
- Learning More
- References
- Introduction
- Valuing Options Using the Binomial Method
- Valuing Options Using the Black-Scholes Method
- Learning More
- References
- Glossary
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本附件包括：- CH0.pdf
- CH1.pdf
- CH2.pdf
- CH3.pdf
- CH4.pdf
- CH5.pdf
- CH6.pdf
- CH7.pdf
- CH8.pdf
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