EBook:Stock Market Analysis Using the SAS System: Portfolio Selection and Evalua

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Book 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.

link to sas code site of this book: http://ftp.sas.com/samples/A55043 24420.rar (4.38 MB, 需要: 50 个论坛币) 本附件包括：

• Stock_sas.pdf

2005-8-29 07:45:00 上传

EBook:Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation
需要: 50 个论坛币  [购买]

[此贴子已经被作者于2005-8-29 7:54:03编辑过]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏2 回帖

关键词：Selection Portfolio Portfoli Election Analysis Analysis Evaluation SAS Portfolio EBook

Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation

Contents

Chapter 1 Background Topics

• Introduction
• Single-Period Return Measure
• Multiple-Period Return Measures
• Calculating Expected Returns
• Risk Measures
• Learning More
• References

Chapter 2 Discounted Cash Flow (DCF) Analysis

• Introduction
• Fixed-Dollar Dividends
• Constant-Growth Dividends
• Multiperiod DCF Methodology
• Searching For Overpriced and Underpriced Stocks
• Chapter Summary
• Learning More
• References

Chapter 3 Sorting and Clustering Stocks

• Introduction
• Sorting Stocks by Financial Characteristics
• Clustering Stocks by Financial Characteristics
• Creating Tree Diagrams
• Learning More
• References

Chapter 4 The Capital Asset Pricing Model (CAPM)

• 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

Chapter 5 Portfolio Creation with Linear Programming

• Introduction
• Portfolio Creation Using Linear Programming
• Portfolio Creation Using Integer Programming
• Portfolio Creation with Short Sales Allowed Chapter Summary
• Learning More
• References

Chapter 6 The Markowitz Model, Portfolio Creation with Nonlinear Programming

• Introduction
• Portfolio Creation Using the DATA step and PROC CORR
• Portfolio Creation Using PROC NLP
• Chapter Summary
• Learning More
• References

Chapter 7 Evaluating Portfolios

• Introduction
• Comparing Expected and Actual Returns
• Evaluating Portfolio Performance Using CAPM Regressions
• Evaluating Portfolio Performance Using Total Risk
• Learning More
• References

Chapter 8 Valuing Stock Options

• Introduction
• Valuing Options Using the Binomial Method
• Valuing Options Using the Black-Scholes Method
• Learning More
• References
• Glossary

Index

有没有technical analysis那本？谢谢，太贵了，我买不起，

好贵啊

有免费的下，不用买了

good