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下面是书的目录
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
《Stock Market Analysis Using the SAS System: Portfolio Selection and Evaluation》
ISBN / ASIN: 155544623X
EAN: 9781555446239
Binding: Paperback
Manufacturer: SAS Institute,
Studio: SAS Institute,
京公网安备 11010802022788号
