Hi,
I asked this question on the SAS statistical procedures community and was advised that I should also ask it on the Mathematical Optimization and Operations Research community.
I have data with daily prices for different companies, and for each company I have 2 conditions which are the same for the entire year.
These two conditions are proportions and each ranges from 0 to 1, and the sum of the two conditions for each company is = 1.
What I want to do is to find if there are optimal portfolios based on these conditions, as measured by the % change in price from the start period to the end period.
Initially I wanted to construct 10 portfolios: (0=< cond1 <0.1) -------- (0.9=<cond1=<1) and to see which of these portfolios gives the greatest price increase, but I am not sure if this is the correct method from a statistical point of view.
Thank you
Could you please link to your post on the stats forum? Maybe some questions have answers there. TIA.
By linking do you mean posting this question as a new question on the stats forum or there is an actual "linking" procedure?
I meant just add a hyperlink. For example, here is a hyperlink to this thread
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