Re: st: Portfolio building

Please do not send MIME/HTML to Statalist.
See http://www.stata.com/support/faqs/res/statalist.html#toask

Your problem sounds like a classic -collapse-. See http://www.stata.com/help.cgi?collapse or [D] collapse.

Nick
[email protected]

Andrei Simonov

I wonder if anyone have code (or pointers, or ideas) how to build
portfolio of returns.

Basically, I have a data in format

DATE COMPANYID PORTFOLIOID WEIGHT
RETURN0 RETURN1

I need to get

DATE PORTFOLIOID PRETURN0 PRETURN1

Where PRETURN0=weighted average of RETURN0, etc.

I looked through the web, but cannot find anything

* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/