Search found 4 matches
- Sun Mar 28, 2021 10:48 pm
- Forum: Programming
- Topic: Eviews program code to form portfolios
- Replies: 0
- Views: 7656
Eviews program code to form portfolios
Hi Everyone, I have a question on Eviews Program Code on sorting stocks to form portfolios. I have a list of monthly stock returns (f1 to f200) and 2 loadings (Beta1 to Beta200 and Teta1 to Teta200) and 3 Fama French factors (market:rm, Small minus Big:smb, High minus low:hml). I need to: 1- Sort th...
- Sun Mar 28, 2021 10:43 pm
- Forum: Programming
- Topic: Sorting stocks more than once to form portfolios
- Replies: 4
- Views: 3470
Re: Sorting stocks more than once to form portfolios
Thanks for your help Startz
Let me ask my question of "Creating Portfolios" under a new post.
Kind regards
Özgür
Let me ask my question of "Creating Portfolios" under a new post.
Kind regards
Özgür
- Sun Mar 28, 2021 4:03 am
- Forum: Programming
- Topic: Sorting stocks more than once to form portfolios
- Replies: 4
- Views: 3470
Re: Sorting stocks more than once to form portfolios
Hi Startz
Thanks for the explanation.
Can I ask how can I form 9 portfolios from 200 stocks' returns (series f1 to f200) by sorting them first on their Betas (series Beta1 to Beta200) and later on their Tetas (series Teta1 to Teta200)?
Many thanks in advance.
Kind regards
Thanks for the explanation.
Can I ask how can I form 9 portfolios from 200 stocks' returns (series f1 to f200) by sorting them first on their Betas (series Beta1 to Beta200) and later on their Tetas (series Teta1 to Teta200)?
Many thanks in advance.
Kind regards
- Sat Mar 27, 2021 2:52 pm
- Forum: Programming
- Topic: Sorting stocks more than once to form portfolios
- Replies: 4
- Views: 3470
Sorting stocks more than once to form portfolios
Hi Everyone I have a question on Eviews Program Code on sorting. I have a list of monthly stock returns (f1 to f200) and 2 loadings (Beta1 to Beta200 and Teta1 to Teta200) and 3 Fama French factors (market:rm, Small minus Big:smb, High minus low:hml). I need to 1- Sort the stocks in the sample into ...