Home Forums ASDOC : Easy Publication Quality Tables in Stata Asdocx crosstab error in portfolio sorting

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  • pceze
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    In reference to the asdocx crosstab command “asdocx crosstab sz5 bm5, ret(mret) time(mdate) weight(MCAP)”, please how can I rightly include the risk factors in order generate a table with risk-adjusted alpha return of the portfolio sorting?
    I tried the following command but got an error:
    “asdocx crosstab STKTO STKPRICE, ret(mret mktrf smb hml) time(mdate) weight(MCAP)”

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