BookmarkSubscribeRSS Feed

Robust regression and portfolio construction using SAS

Started ‎07-06-2020 by
Modified ‎07-06-2020 by
Views 1,648

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

Version history
Last update:
‎07-06-2020 02:54 PM
Updated by:
Contributors

hackathon24-white-horiz.png

The 2025 SAS Hackathon Kicks Off on June 11!

Watch the live Hackathon Kickoff to get all the essential information about the SAS Hackathon—including how to join, how to participate, and expert tips for success.

YouTube LinkedIn

SAS AI and Machine Learning Courses

The rapid growth of AI technologies is driving an AI skills gap and demand for AI talent. Ready to grow your AI literacy? SAS offers free ways to get started for beginners, business leaders, and analytics professionals of all skill levels. Your future self will thank you.

Get started

Article Tags