Financial modeling using Stata
4966
£45(approx. $56)
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- #35677
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Description
Experience Level: Intermediate
Hi,
I am seeking for the following Stata commands 1) to construct Fama and Macbeth 1973 CSR (with sorting methods- calculating portfolios betas). 2) to construct momentum portfolio 3) to construct Fama and French 3 factor model (SMB, HML portfolios). The commands need to be associated with their theoretical explanation ( for each programming used in Stata).
Thanks
I am seeking for the following Stata commands 1) to construct Fama and Macbeth 1973 CSR (with sorting methods- calculating portfolios betas). 2) to construct momentum portfolio 3) to construct Fama and French 3 factor model (SMB, HML portfolios). The commands need to be associated with their theoretical explanation ( for each programming used in Stata).
Thanks
James W.
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11 May 2024
United Kingdom
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