Kapalı

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'.

Beceriler: Excel, SAS

Daha fazlasını görün: portfolio construction testing, project equity portfolio construction, portfolio construction vba, rolling return calculation vba, equity portfolio construction, portfolio construction, rolling month return calculation, rolling return calculation, wordpress portfolio construction theme, illustration portfolio size, portfolio return excel, construction company portfolio, size price calculation script

İşveren Hakkında:
( 0 değerlendirme ) Belgium

Proje NO: #14845716

6 freelancer bu iş için ortalamada 140€ teklif veriyor

dpune

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 Daha fazlası

in 7 gün içinde150€ EUR
(110 Değerlendirme)
6.2
TheLKteam

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, Daha fazlası

in 7 gün içinde200€ EUR
(5 Değerlendirme)
3.5
imteyazkhan85

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 Daha fazlası

in 3 gün içinde155€ EUR
(9 Değerlendirme)
3.0
in 3 gün içinde150€ EUR
(4 Değerlendirme)
2.7
javidj18

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 Daha fazlası

1 gün içinde 30€ EUR
(9 Değerlendirme)
2.9
in 3 gün içinde155€ EUR
(0 Değerlendirme)
0.0