Using MATLAB to Develop Asset-Pricing Models

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 (, MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2006b
Compatible con cualquier versión
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Más información sobre Price and Analyze Financial Instruments en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión

Updated license

Erratum for the webinar and the accompanying pdf.