Size Deciles Portfolio Assignments; Beta Deciles and Std Dev Deciles at Monthly Frequency

The monthly data for returns + size decile assignment can be found in these SAS datasets:
ermport1-ermport5

WRDS has these useful links to check the contents of those files: Contents of ermport

And also check this link for web a query with daily data: CRSP - Returns + Decile Assignments

For Beta Deciles and Std Dev Deciles at a monthly frequency, run a SAS program to merge the "mport"s files (that have permnos and decile assignments) with the "msf" file (that has permnos and returns) by permno and date.

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