Creating return series of double-sorted portfolios
1 view (last 30 days)
Show older comments
Hello everyone!
We have two sorting matrices: (B/M)bm=[362x500] and (Past Returns)ret=[362x500].
I should create 9 portfolios from the two sorting matrices according to the following table(percentiles):
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/382338/image.jpeg)
I should end up with the monthly return series of 9 portfolios starting from Jan 1990 to Dec 2019
0 Comments
Answers (0)
See Also
Categories
Find more on Portfolio Optimization and Asset Allocation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!