书籍Portfolio and Investment Analysis with SAS: Financial Modeling Techniques for Optimization
作者：John B. Guerard, Ziwei Wang, Ganlin Xu
出版时间：2019年04月
内容简介：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.
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