Portfolio and Investment Analysis with SAS^®: Financial Modeling Techniques for Optimization

By John B. Guerard Jr., Ganlin Xu, and Ziwei Wang

Portfolio and Investment Analysis with SAS^®: Financial Modeling Techniques for Optimization is designed to show readers how use SAS to choose a statistically significant stock selection model, create Mean-Variance efficient portfolios, and be aggressive in investing to maximize the Geometric Mean. Based on the pioneering portfolio selection techniques of Harry Markowitz and others, this book shows how to maximizing the Geometric Mean maximizes the utility of final wealth to achieve the greatest level of terminal wealth in the shortest time possible.

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