EViews project

We need solution for the attached project:

Guidelines: To complete this project, you will need the returns of the mutual fund # and the factors in the Dataset_#.xls. The variable names and the descriptions of the variables are as follows:

MutualFund1_#_ret - Returns of the mutual fund 1

MutualFund2_#_ret - Returns of the mutual fund 2

CRSP index- Market Index

1-month T-Bill - Risk free rate

ExRm - CRSP index minus 1-month T-Bill

SMB - Small (market capitalization) minus big factor

HML - High (book-to-market ratio) minus low factor

MoM - Momentum factor (long prior-month winners and short prior-month losers)

TradedLIQ - Traded liquidity factor

Question: Using the data analyse and compare the skills of the two mutual fund managers. Also compare the exposure of the portfolios to different risk factors. Produce results for the tests of the CAPM and multi-factor asset-pricing model(s). Carry out necessary statistical tests to choose and compare your models

Habilidades: Extração de Dados, Matemática, Estatísticas

Ver mais: smb t, project mom, free skills tests, statistical model, short mathematics, short data mining project -- 2, Risk model, project managers, pricing model, mutual fund, market analyse, eviews, data analyse, bill compare, small market capitalization minus big factor, exrm market index minus risk free rate, traded liquidity factor, using data analyse compare skills mutual fund managers, multi factor, multi variable, project tests, mutual fund data, eviews model, model portfolios, market data xls

Acerca do Empregador:
( 0 comentários ) United Kingdom

ID do Projeto: #6841248

4 freelancers estão ofertando em média $81 para este trabalho


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$150 USD in 4 dias
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$45 USD in 3 dias
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