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

Contents

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

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

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

• 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

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

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

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

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