EViews project


We need solution for the attached project:

Guidelines: To complete this project, you will need the returns of the mutual fund # and the factors in the Dataset_#.xls. The variable names and the descriptions of the variables are as follows:

MutualFund1_#_ret - Returns of the mutual fund 1

MutualFund2_#_ret - Returns of the mutual fund 2

CRSP index- Market Index

1-month T-Bill - Risk free rate

ExRm - CRSP index minus 1-month T-Bill

SMB - Small (market capitalization) minus big factor

HML - High (book-to-market ratio) minus low factor

MoM - Momentum factor (long prior-month winners and short prior-month losers)

TradedLIQ - Traded liquidity factor

Question: Using the data analyse and compare the skills of the two mutual fund managers. Also compare the exposure of the portfolios to different risk factors. Produce results for the tests of the CAPM and multi-factor asset-pricing model(s). Carry out necessary statistical tests to choose and compare your models

Skills: Data Mining, Mathematics, Statistics

See more: traded liquidity factor, tradedliq, small market capitalization minus big factor, exrm market index minus risk free rate, using data analyse compare skills mutual fund managers, eviews project, exposure portfolios different risk factors, smb t, project mom, free skills tests, statistical model, short mathematics, short data mining project -- 2, Risk model, project managers, pricing model, mutual fund, market analyse, eviews, data analyse, bill compare, Liquidity, big data data mining, multi factor, multi variable

Project ID: #5204475

3 freelancers are bidding on average $44 for this job


BA in Economics, Master of Finance, enrolled in CFA. Experience with statistical packages: EViews, R, Matlab. Please feel free to contact me.

$45 USD in 4 days
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$43 USD in 3 days
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Sir, The other project s not allowing me to msg back. Bcoz the project is in progress.. Can you msg from this project or on gtalk? I dont know eviews. I wanted to know whether you have any projects on c pro More

$45 USD in 3 days
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