Portfolio Sorting in R | Univariate portfolio sorting
There are different methods of portfolio sorting such as univariate portfolio soring, bivariate portfolio sorting, bivariate independent, and bivariate dependent portfolio sorting. In this video we only discuss how to perform univariate portfolio sorting in R. We construct the SMB and HML factor. There are three different methods that are discussed in this video i.e. dividing stocks on the basis of median, using xtile function and quantile function.
Download sample and code:
https://payhip.com/b/Xqbyg
Website: thedatahall.com
As an Amazon Associate, I earn from qualifying purchases.
Watch video Portfolio Sorting in R | Univariate portfolio sorting online without registration, duration hours minute second in high quality. This video was added by user The Data Hall 21 May 2024, don't forget to share it with your friends and acquaintances, it has been viewed on our site 228 once and liked it 4 people.