Financial Matalab support and interpretation
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Description
Experience Level: Intermediate
Given a set of portfolios which are 3 4 5 6 8 9 10 11 12 16
, you should look at the problem sets of 5 questions in theAsset pricing doc uploaded and answer them using the format and instructions noted, there are notes on time series which has similar commands on size and momentum using the example.xlsx but our case is size and volatility using project xlsx. The main reference papers are the Fama and French ones listed in the course pack. One more thing, You are using 10 portfolios rather than 16, so do not use the reshape command with the dimensions in notes. Your test assets are grouped by size and volatility, so do not refer to Winners and Losers.
, you should look at the problem sets of 5 questions in theAsset pricing doc uploaded and answer them using the format and instructions noted, there are notes on time series which has similar commands on size and momentum using the example.xlsx but our case is size and volatility using project xlsx. The main reference papers are the Fama and French ones listed in the course pack. One more thing, You are using 10 portfolios rather than 16, so do not use the reshape command with the dimensions in notes. Your test assets are grouped by size and volatility, so do not refer to Winners and Losers.
Khalfan H.
100% (3)Projects Completed
4
Freelancers worked with
3
Projects awarded
33%
Last project
1 Aug 2019
United Kingdom
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