topic Re: fama french multifactor model SAS codes for 25 portfolios in SAS Programming https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431553#M106767 <P>Also these are actually the very topics of the book <A href="https://www.sas.com/store/books/categories/usage-and-reference/using-sas-in-financial-research/prodBK_57601_en.html" target="_self">Using SAS in Financial Research</A>.</P> <P>&nbsp;</P> <P>The book is very recommendable</P> Sat, 27 Jan 2018 19:33:51 GMT PeterClemmensen 2018-01-27T19:33:51Z fama french multifactor model SAS codes for 25 portfolios https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431533#M106761 <P>Hi,&nbsp;</P><P>I am comparing CAPM with the fama&nbsp;french 3 factor (1993) model and fama&nbsp;french 5 factor (2015) model for 50 portfolios.</P><P>Can someone kindly let me know about the codes for the same in BASE SAS.&nbsp;</P> Sat, 27 Jan 2018 14:29:05 GMT https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431533#M106761 shivanijha7 2018-01-27T14:29:05Z Re: fama french multifactor model SAS codes for 25 portfolios https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431538#M106763 <P><A href="https://support.sas.com/rnd/app/ets/examples/capm/index.htm" target="_blank">https://support.sas.com/rnd/app/ets/examples/capm/index.htm</A></P> Sat, 27 Jan 2018 15:15:30 GMT https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431538#M106763 PeterClemmensen 2018-01-27T15:15:30Z Re: fama french multifactor model SAS codes for 25 portfolios https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431553#M106767 <P>Also these are actually the very topics of the book <A href="https://www.sas.com/store/books/categories/usage-and-reference/using-sas-in-financial-research/prodBK_57601_en.html" target="_self">Using SAS in Financial Research</A>.</P> <P>&nbsp;</P> <P>The book is very recommendable</P> Sat, 27 Jan 2018 19:33:51 GMT https://communities.sas.com/t5/SAS-Programming/fama-french-multifactor-model-SAS-codes-for-25-portfolios/m-p/431553#M106767 PeterClemmensen 2018-01-27T19:33:51Z