Contents

Index

• Getting Started

• Performing Common Financial Tasks

• Portfolio Analysis

• Investment Performance Metrics

• Regression with Missing Data

• Multivariate Normal Regression

Multivariate Normal Linear Regression

Maximum Likelihood Estimation

Special Case of a Multiple Linear Regression Model

Least-Squares Regression

Mean and Covariance Estimation

Fisher Information

Statistical Tests

• Maximum Likelihood Estimation with Missing Data

Standard Errors

Data Augmentation

Multivariate Normal Regression Functions

Multivariate Normal Regression Without Missing Data

Multivariate Normal Regression With Missing Data

Least-Squares Regression with Missing Data

Multivariate Normal Parameter Estimation with Missing Data

Support Functions

• Multivariate Normal Regression Types

Multivariate Normal Regression

Least-Squares Regression

Covariance-Weighted Least Squares

Feasible Generalized Least Squares

Seemingly Unrelated Regression

Mean and Covariance Parameter Estimation

Troubleshooting Multivariate Normal Regression

Slow Convergence

Nonrandom Residuals

Example of Portfolios with Missing Data

• Valuation with Missing Data

Capital Asset Pricing Model

Estimation of the CAPM

Estimation with Missing Data

Estimation of Some Technology Stock Betas

Grouped Estimation of Some Technology Stock Betas

• Solving Sample Problems

• Financial Time Series Analysis

• Using Financial Time Series

• Financial Time Series Tool (FTSTool)

• Financial Time Series Graphical User Interface

• Trading Date Utilities

• Technical Analysis

• Bibliography

• Release Notes

Learn more about Financial Toolbox

Regression with Missing Data

Maximum and Expected Maximum Drawdown

Maximum and Expected Maximum Drawdown

Multivariate Normal Regression

Multivariate Normal Regression

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