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

Contents


Chapter 1 Background Topics
Chapter 2 Discounted Cash Flow (DCF) Analysis
Chapter 3 Sorting and Clustering Stocks
Chapter 4 The Capital Asset Pricing Model (CAPM)
Chapter 5 Portfolio Creation with Linear Programming
Chapter 6 The Markowitz Model, Portfolio Creation with Nonlinear Programming
Chapter 7 Evaluating Portfolios
Chapter 8 Valuing Stock Options
Index