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Re: Clarification st: Compute portfolio variance
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: Clarification st: Compute portfolio variance
Date
Mon, 17 Sep 2012 13:59:16 +0200
On Mon, Sep 17, 2012 at 1:51 PM, André Gyllenram wrote:
> Thank you for your answer Maarten. Can you perhaps be a bit more specific. I have looked at all those commands before. But do not how to use them here.
>
> Maybe I should also clarify that I need the portfolio variance for each individual and time period as a variable.
You use the -by- prefix to do "stuff" separately for each group. In
this case the group is probably both individual and time and for
"stuff" you probably want the -egenmore- function -var()-.
-- Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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