Robust regression and portfolio construction using SAS

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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

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