Portfolio Sorting in R | Univariate portfolio sorting
There are different methods of portfolio sorting such as univariate portfolio soring, bivariate portfolio sorting, bivariate independent, and bivariate dependent portfolio sorting. In this video we only discuss how to perform univariate portfolio sorting in R. We construct the SMB and HML factor. There are three different methods that are discussed in this video i.e. dividing stocks on the basis of median, using xtile function and quantile function.
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