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
