Portfolio construction/regression coding

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Lutz
Posts: 1
Joined: Mon Jun 29, 2015 7:21 am

Portfolio construction/regression coding

Postby Lutz » Mon Jun 29, 2015 7:29 am

So I have monthly data on firm`s returns and their sustainability performance. I now wanna contruct top vs. bottom portfolio on a monthly basis based on their
sustainability performance. Following I need to regress Fama&French factors on the average return of these seperate portfolios in order to see whether there outperform (alpha).

Since I dont wonna construct these portfolios manually on excel which takes ages given that i am looking at a 15 year period I was wondering whether somebody could give me some
advise whether this is possible in eview via a coding a program.

Any advise is appreciated

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