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  • John B. Guerard Jr.; Anureet Saxena; Mustafa Gultekin
    978-3-030-43547-9
    2021
    Edition 2
    • Provides new instruction and empirical evidence portfolio selection, including commercially-available statistically-based systems, such as APT and Axioma
    • Examines stock beta estimations and stock selection modeling using robust regression with SAS
    • Offers enhanced time series modeling and forecasting using SAS, SCA and OxMetrics
    • Reports company data and ratios using FactSet fundamental data templates

    €419

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