Search found 4 matches

by ozgoker
Sun Mar 28, 2021 10:48 pm
Forum: Programming
Topic: Eviews program code to form portfolios
Replies: 0
Views: 315

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...
by ozgoker
Sun Mar 28, 2021 10:43 pm
Forum: Programming
Topic: Sorting stocks more than once to form portfolios
Replies: 4
Views: 226

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
by ozgoker
Sun Mar 28, 2021 4:03 am
Forum: Programming
Topic: Sorting stocks more than once to form portfolios
Replies: 4
Views: 226

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
by ozgoker
Sat Mar 27, 2021 2:52 pm
Forum: Programming
Topic: Sorting stocks more than once to form portfolios
Replies: 4
Views: 226

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 ...

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