Search found 1 match
- Wed Sep 12, 2012 1:44 pm
- Forum: Data Manipulation
- Topic: Ranking Data and form portfolios
- Replies: 0
- Views: 1950
Ranking Data and form portfolios
Hi: I have 100 firms stock returns and some kind of beta coefficients of each firm ; monthly data for 30 years. Some returns are NAs. My task is: 1)For each month, ranking betas from low to high, form 10 portfolios. Each portfolio has 10 stocks (if the stock return is not NAs). But if there are some...