Hi mates, I have a problem. I am new to R and want to conduct the Fama/French asset pricing test. As I am from Germany, I cannot use the already computed factors from French's website, but need to compute them myself. So I have to sort a number of stocks into different portfolios using one factor, then subdivide these portfolios into several more using another factor, then compute portfolio returns and so forth. Although I have used the search function, I could not find any related post. Has somebody already done this and could give me a hand?
All the best Kai -- View this message in context: http://n4.nabble.com/Forming-Portfolios-for-Fama-French-Regression-tp1011305p1011305.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
