Hey dear Members,
I have a data sets of about 303 companies with monthly returns of the last 22 years.
i 've calculated on Excel the equally weigthed Returns and logReturns and my data look like: Array
what il like to do now is : at the end of each month, construct equally weighted decile Portfolios by ranking stocks on the past 3-year volatility of Monthly Returns.
i would like to have my results like on this link.
http://screencast.com/t/kxnHXgEs
i started to work with stata but recieve many error because i'm a new User.
i would be very grateful for your help. Thanks you in advance!
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