photo

Antonio Amoretti


Active since 2016

Followers: 0   Following: 0

Statistics

  • Thankful Level 1

View badges

Feeds

View by

Question


How can I calculate daily portfolio returns having daily stock returns and monthly portfolio weights?
Hi, I am trying to calculate daily portfolio returns having a 143x43 matrix of portfolio weights( 143 months, 43 stocks) and ...

bijna 9 jaar ago | 0 answers | 0

0

answers

Question


How to allocate an output of 2 rows in a loop?
Hi everybody, I am trying to create a loop using the function mvregress. I need to estimate coefficients, as well as the oth...

bijna 9 jaar ago | 1 answer | 0

1

answer

Answered
Test significance parameters mvnrmle regression
I downloaded STOXX50 costintuents daily and monthly returns from Datastream. I initally used daily returns running that mvnrmle ...

bijna 9 jaar ago | 0

Answered
Test significance parameters mvnrmle regression
Thank you Brendan! Actually I used that script because I'm quite new to Matlab, so I follow the author. Once I run the fitlm, is...

bijna 9 jaar ago | 0

Question


Test significance parameters mvnrmle regression
Hi to all, I'm trying to figure out how to estimate the t-score for the parameters fitted by the function mvnrmle. I have to...

bijna 9 jaar ago | 3 answers | 0

3

answers