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  • University of Melbourne
  • Parkville, Australia

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  1. FactSet_Holdings_SQL FactSet_Holdings_SQL Public

    PLpgSQL

  2. Factset_Holdings_SAS Factset_Holdings_SAS Public

    FactSet institution portfolio holdings and ownership

    SAS 1

  3. CompustatGlobal CompustatGlobal Public

    SAS code for calculating global equity return and constructing country portfolios

    SAS 2 1

  4. Sustainalytics_via_morningstar Sustainalytics_via_morningstar Public

    Downloading Sustainalytics ESG rating via Morningstar Direct Excel Add-on

    Python

  5. Datastream-toolbox Datastream-toolbox Public

    Constructing Datastream stock universe

    Python