Financial modeling using Stata

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Experience Level: Intermediate

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).


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