Portfolio construction (quartiles) and equally and size-weighted return calculation

The data is a list of end of month stock prices, stock returns and begin of month ratios and size.

The purpose here is to make for each month quartiles depending on a certain variable (size) and making 4 portfolios,. Then once 4 portfolios are made each portfolio is resorted in 4 quantiles depending on another variable (BM). Thus in total this will give 16 portfolios (4x4). Then once thes portfolios made I would like to have 2spreadsheets in excel: 1spreadsheet for monthly equally-weighted returns (for the 16portfolios) and 1spreadsheet with size-weighted returns (for the 16portfolios).

The whole thing has to be done for 3 different files called 'up', 'down' and 'stationary'.

Kemahiran: Excel, SAS

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Tentang Majikan:
( 1 ulasan ) Liege, Belgium

ID Projek: #14845716

6 pekerja bebas membida secara purata €140 untuk pekerjaan ini


create 16 portfolios based on the variables Relevant Skills and Experience Excel/VBA Proposed Milestones €150 EUR - Completed tool Hello, I Have more than 14 years of exp. Completed 320+ projects. Look at my feedba Lagi

€150 EUR dalam 7 hari
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Hi, I've been managing portfolios and developing statistical models for several years. I'm looking forward to hearing from you. Relevant Skills and Experience Finance, prortfolio management, statistics, econometrics, Lagi

€200 EUR dalam 7 hari
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hello Sir, This is really an interesting project for me as u mention the thing , i really will enjoyed by doing this Relevant Skills and Experience As far as experiences is concern which will describes my previous wo Lagi

€155 EUR dalam 3 hari
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€150 EUR dalam 3 hari
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I have good experience in excel reporting. I have developed different visualizations to analyze the data in Excel.I can complete the task flawlessly and within the time limit. Relevant Skills and Experience Excel - 4 Lagi

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