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!
Related Posts with Construct equally weighted decile portfolios by ranking stocks on past 3 years volatility
moderation with quantile regressionDear all i hope you are doing good i'm working on my research paper and i want to try the moderate…
desperately in need of helping with exporting sum stats tableI am desperately looking for the solution on exporting the summary stats tables. I typed commands as…
Mean of frequency from tabHello, i'm using Stata 16. I am trying to calculate the mean of the frequency values (second column…
Clogit with Additional Dummy VariablesHi, I am estimating a non-linear model by using clogit. My group variable is "industry by year". I …
Removing Outliers Survey in Stata (For variables time)Hi guys, Appreciate any help. Basically I will want to remove outliers on certain criteria of (time …
Subscribe to:
Post Comments (Atom)
0 Response to Construct equally weighted decile portfolios by ranking stocks on past 3 years volatility
Post a Comment