Search found 7 matches

by papel
Thu Dec 08, 2022 5:19 am
Forum: Bug Reports
Topic: Eviews crashes
Replies: 2
Views: 3132

Re: Eviews crashes

Dear Steve,
I selected the Pane & Tab mode and the Eviews does not crash anymore.
The crash did not occur in any other program.
Many thanks for your help
by papel
Tue Dec 06, 2022 3:51 am
Forum: Bug Reports
Topic: Eviews crashes
Replies: 2
Views: 3132

Eviews crashes

Hi,
Eviews crashes when I close a program window and press the X button at a point the image shows
Kind Regards,
[attachment=0]eviews.png[/attachment]
I use the Enterprise edition Nov 28 2022 build
by papel
Tue Jun 14, 2022 5:44 am
Forum: Programming
Topic: Euclidean distance
Replies: 0
Views: 7411

Euclidean distance

Hi to all, I have a panel dataset with id and timeid and I would like to calculate the Euclidean distance in two variables. Specifically, in each month I rank all firms on variable X and on variable Y, and I would like to find the minimum Euclidean distance in X and Y rank space, where the distance ...
by papel
Wed Aug 28, 2013 9:36 am
Forum: Suggestions and Requests
Topic: Constraint portfolio optimization
Replies: 1
Views: 5229

Constraint portfolio optimization

Hi!
I would like to find the weights of a portfolio that maximize the Sharpe ratio given that the sum of the weights equals to 1.
How can this be done in Eviews 8?
Thanks in advance,
Timotheos
by papel
Sat Aug 24, 2013 1:50 am
Forum: Bug Reports
Topic: Regime Switching - Sample
Replies: 4
Views: 5800

Regime Switching - Sample

Hi, I estimate a regime switching model for the period from 1990M11 to 2012M11. Then re-estimate by using a different sample period (by changing the sample period from the equation object) but I get the results for the full period (1990 M11 2012M11). I attach the file I work. Regards, Timotheos. PS:...
by papel
Mon Sep 29, 2008 12:38 am
Forum: Suggestions and Requests
Topic: Portfolio optimization
Replies: 2
Views: 7916

I need a procedure similar to that of Excel Solver and particularly to maximize (or minimize) a function given a set of constraints (the sum of variables (weights) to be equal to 1, or to be positive, or…)
by papel
Sat Sep 27, 2008 1:54 am
Forum: Suggestions and Requests
Topic: Portfolio optimization
Replies: 2
Views: 7916

Portfolio optimization

I would like to know if you intend to add a constraint portfolio optimization module in one of the next versions of Eviews.

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