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Topic Title: Fama French Three Factor Model in Matlab
Created On Fri Jan 20, 06 02:15 AM
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fqureshi
Junior Member

Posts: 3
Joined: Jul 2002

Fri Jan 20, 06 02:15 AM
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Hi,

Does anyone have the code for the Fama-French Three factor model in Matlab? If not, does anyone have an m-file for a generic multi-factor model? Any help would be appreciated.

Thank you!

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