Hi, Can someone help me to with the coding for the below,
I have a whole list of Company monthly market capitalization for 300 companies for 96 periods. For the same I have Monthly returns aswell.
I need to construct quintile portfolios based on market capitalization, where I get the monthly average return for each portfolio based on market cap.
Monthly returns for size portfolios.
Pls need help!!
Related Posts with Constructing quintile size portfolios based on Market Capitalization
How to save a Kaplan-Meier survival point estimate to a local macro?Hello STATA Community, I am currently using version 15.1 of STATA. I have some straightforward sur…
Finding Most Common String Values Across VariablesHi all: I am trying to find the most common string values across variables. While I work in crimina…
xtwest commandi am trying to apply the xtwest command i get an error i have one dependent variable and 5 independe…
Importing oddly formatted txt data into stataHi statalist, I am dealing with precinct by precinct voting results from counties in Texas. My goal …
Iterations in logistic regressionIs there any work on what affects the number of iterations required to achieve convergence in logist…
Subscribe to:
Post Comments (Atom)
0 Response to Constructing quintile size portfolios based on Market Capitalization
Post a Comment