Borrar filtros
Borrar filtros

Univariate portfolio returns based on R&D

2 visualizaciones (últimos 30 días)
Mathias Heuser
Mathias Heuser el 26 de Mayo de 2020
Hi guys.
I am trying to look for a link between R&D/Revenue and returns, more specific, does more R&D/Revenue equal higher returns?
I am trying to make 10 portfolios, based on their amount of R&D, så the 10th portfolio has the stocks with the highest R&D and the 1st portfilio has the stocks with the lowest R&D.
Then i need to find out, how much return the portfolios has made over the period (I am using data from primo 2000 to ultimo 2019).
This is where i get stuck -- how do i incorporate the returns with the portfolios?

Respuestas (0)

Categorías

Más información sobre Portfolio Optimization and Asset Allocation en Help Center y File Exchange.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by