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I am new Please give opinions and help
  1. Replicate Russell 1000 Index with the top 20 components. Any code reference??
  2. Describe the risk process of development of equity risk model.

Let me know what you think about this. How could I input the code and write scripts? Thanks!!!

1 response

Can you explain what you are trying to do? What do you mean by 20 components? PCA analysis?