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[下载] Stock Market Analysis Using the SAS System
ldh3
28718 137
2007-08-28
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
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

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Stock Market Analysis Using the SAS System.rar
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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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eijuhz
2007-8-29 21:06:00
<P>谢谢分享,给予100现金奖励</P>
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duoweisa
2007-8-29 22:36:00
best book in stock market with SAS thanks!!!!!!!!!!!
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duoweisa
2007-8-29 22:44:00
no money now
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lavrock
2007-9-15 11:35:00
yes,no money
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davil2000
2007-10-31 12:18:00
<p>为什么只是9页的PDF文档？</p>
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