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st: Re: Portfolio returns per month, drop return duplicates
From
"M@rk " <[email protected]>
To
<[email protected]>
Subject
st: Re: Portfolio returns per month, drop return duplicates
Date
Mon, 25 Nov 2013 14:06:30 +0100
Dear Nick,
Thanks for your quick reply. I tried the command: 'duplicates drop PRB1,
force' and it worked as far as I know.
Kind Regards,
Mark Krap
-----Oorspronkelijk bericht-----
From: Nick Cox
Sent: Monday, November 25, 2013 1:39 PM
To: [email protected]
Subject: Re: st: Portfolio returns per month, drop return duplicates
-duplicates- should work here if I understand your problem. Otherwise
consider -egen-'s -tag()- function and keeping only tagged
observations.
Nick
[email protected]
On 25 November 2013 12:27, M@rk <[email protected]> wrote:
Dear Users,
For my research I need to have portfolio returns for each month from 1926
till 2012. I already calculated the weighted returns for each portfolio
and
summed them up (by date) by creating a new variable (PRB1). The only
problem is that this sum is not given once for each month, but is given
for
each stock observation in a month. So if the total of the weighted returns
is, let's say, 0.026 in March 2006 its mentioned for each stock
observation
in March 2006. I tried to downsize this by using the duplicates drop [in]
command, but I get the error message 'invalid obs no'. Does anyone know
how
I can get the portfolio returns once per month, as for my research I only
need portfolio returns per month from 1926 till 2012 in order to do the
regressions. I am using Stata 12 SE (Windows 7 64-bit).
I look forward to the reactions.
Kind Regards,
Mark Krap
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