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  • Constructing quintile size portfolios based on Market Capitalization

    Hi, Can someone help me to with the coding for the below,

    I have a whole list of Company monthly market capitalization for 300 companies for 96 periods. For the same I have Monthly returns aswell.
    I need to construct quintile portfolios based on market capitalization, where I get the monthly average return for each portfolio based on market cap.

    Monthly returns for size portfolios.

    Pls need help!!

  • #2
    Welcome to Statalist. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. You need to make a real effort to solve your own problem before asking for help.

    There have been many posting on Statalist regarding portfolios that might help.

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