Using MATLAB to Develop Asset-Pricing Models

버전 1.0.0.1 (2.18 MB) 작성자: Bob Taylor

Scripts to build and test Fama & French three-factor model.

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업데이트 날짜: 2016/9/1

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A .zip file contains MATLAB scripts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scripts examine the Fama & French model for a number of companies with recent IPOs to examine short-term pricing anomalies in the presence of missing data. A readme.txt file in the .zip folder contains instructions.

인용 양식

Bob Taylor (2024). Using MATLAB to Develop Asset-Pricing Models (https://www.mathworks.com/matlabcentral/fileexchange/13037-using-matlab-to-develop-asset-pricing-models), MATLAB Central File Exchange. 검색 날짜: 2024/11/23.

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개발 환경: R2006b

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webinar/

버전	게시됨	릴리스 정보
1.0.0.1	2016/9/1	Updated license	다운로드
1.0.0.0	2016/3/3	... Erratum for the webinar and the accompanying pdf.	다운로드