Skip to main content

New answers tagged

1 vote

The economic interpretation of stochastic discount factor (SDF) loadings

Hey I've run into this problem as well awhile back I was trying to webscrape data and make a synthetic dataset on a few thousand publicly listed companies. Questions were answered by a locally run LLM ...
Jonathan Bell's user avatar
0 votes
Accepted

How to create a long-short portfolio on an academic basis

My current procedure is that I subtract the monthly portfolio return " top" from my monthly portfolio return "bottom". I then calculate my Sharpe ratio from these monthly returns ...
KaiSqDist's user avatar
  • 1,312

Top 50 recent answers are included