Share

Portfolio and Investment Analysis with SAS

2019-04-03 Computers
Download Portfolio and Investment Analysis with SAS PDF Online Free

Author :
Release : 2019-04-03
Genre : Computers
Kind : eBook
Book Rating : 890/5 ( reviews)

GET EBOOK


Book Synopsis Portfolio and Investment Analysis with SAS by : John B. Guerard

Download or read book Portfolio and Investment Analysis with SAS written by John B. Guerard. This book was released on 2019-04-03. Available in PDF, EPUB and Kindle. Book excerpt: 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.

SAS/ETS 9.3 User's Guide

2011-07 Econometrics
Download SAS/ETS 9.3 User's Guide PDF Online Free

Author :
Release : 2011-07
Genre : Econometrics
Kind : eBook
Book Rating : 113/5 ( reviews)

GET EBOOK


Book Synopsis SAS/ETS 9.3 User's Guide by :

Download or read book SAS/ETS 9.3 User's Guide written by . This book was released on 2011-07. Available in PDF, EPUB and Kindle. Book excerpt: Annotation Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments.

SAS/Ets 12.1 User's Guide

2012 COMPUTERS
Download SAS/Ets 12.1 User's Guide PDF Online Free

Author :
Release : 2012
Genre : COMPUTERS
Kind : eBook
Book Rating : 842/5 ( reviews)

GET EBOOK


Book Synopsis SAS/Ets 12.1 User's Guide by : SAS Institute

Download or read book SAS/Ets 12.1 User's Guide written by SAS Institute. This book was released on 2012. Available in PDF, EPUB and Kindle. Book excerpt: Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments.

SAS for Finance

2018-05-30 Computers
Download SAS for Finance PDF Online Free

Author :
Release : 2018-05-30
Genre : Computers
Kind : eBook
Book Rating : 480/5 ( reviews)

GET EBOOK


Book Synopsis SAS for Finance by : Harish Gulati

Download or read book SAS for Finance written by Harish Gulati. This book was released on 2018-05-30. Available in PDF, EPUB and Kindle. Book excerpt: Leverage the analytical power of SAS to perform financial analysis efficiently Key Features Leverage the power of SAS to analyze financial data with ease Find hidden patterns in your data, predict future trends, and optimize risk management Learn why leading banks and financial institutions rely on SAS for financial analysis Book Description SAS is a groundbreaking tool for advanced predictive and statistical analytics used by top banks and financial corporations to establish insights from their financial data. SAS for Finance offers you the opportunity to leverage the power of SAS analytics in redefining your data. Packed with real-world examples from leading financial institutions, the author discusses statistical models using time series data to resolve business issues. This book shows you how to exploit the capabilities of this high-powered package to create clean, accurate financial models. You can easily assess the pros and cons of models to suit your unique business needs. By the end of this book, you will be able to leverage the true power of SAS to design and develop accurate analytical models to gain deeper insights into your financial data. What you will learn Understand time series data and its relevance in the financial industry Build a time series forecasting model in SAS using advanced modeling theories Develop models in SAS and infer using regression and Markov chains Forecast inflation by building an econometric model in SAS for your financial planning Manage customer loyalty by creating a survival model in SAS using various groupings Understand similarity analysis and clustering in SAS using time series data Who this book is for Financial data analysts and data scientists who want to use SAS to process and analyze financial data and find hidden patterns and trends from it will find this book useful. Prior exposure to SAS will be helpful but is not mandatory. Some basic understanding of the financial concepts is required.

SAS/ETS 9.2 User's Guide

2008 Econometrics
Download SAS/ETS 9.2 User's Guide PDF Online Free

Author :
Release : 2008
Genre : Econometrics
Kind : eBook
Book Rating : 490/5 ( reviews)

GET EBOOK


Book Synopsis SAS/ETS 9.2 User's Guide by : SAS Publishing

Download or read book SAS/ETS 9.2 User's Guide written by SAS Publishing. This book was released on 2008. Available in PDF, EPUB and Kindle. Book excerpt: Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments.

You may also like...