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Antonio Amoretti


Active since 2016

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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 ...

8 years 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...

8 years 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 ...

8 years 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...

8 years 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...

8 years ago | 3 answers | 0

3

answers