Code covered by the BSD License
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.
Rate this file 25 Downloads (last 30 days) File Size: 2.18 MB File ID: #13037 Version: 1.0
Using MATLAB to Develop Asset-Pricing Models
17 Nov 2006 (Updated 03 Mar 2016)
Scripts to build and test Fama & French three-factor model.