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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
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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
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