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Robust regression and portfolio construction using SAS

Started ‎07-06-2020 by
Modified ‎07-06-2020 by
Views 1,280

Join John Guerard of McKinley Capital Management for a 20-minute look at developing a stock selection for U.S. and non-U.S. stocks, including emerging market stocks, by using SAS robust regression. Guerard also creates Markowitz mean-variance efficient portfolios and report portfolio performance for the 2003-2018 time period.



Video highlights

01:18 – Discussion of the three models involved

04:18 – What you will learn in the next 16 minutes


Related Resources

SAS products and solutions
SAS Forecasting

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Last update:
‎07-06-2020 02:54 PM
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