Using MATLAB to Develop Asset-Pricing Models

Versión 1.0.0.1 (2,18 MB) por Bob Taylor
Scripts to build and test Fama & French three-factor model.
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Actualizado 1 sep 2016

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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.

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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. Recuperado .

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Se creó con R2006b
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webinar/

Versión Publicado Notas de la versión
1.0.0.1

Updated license
1.0.0.0

...
Erratum for the webinar and the accompanying pdf.