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fama french multifactor model SAS codes for 25 portfolios

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fama french multifactor model SAS codes for 25 portfolios

Hi, 

I am comparing CAPM with the fama french 3 factor (1993) model and fama french 5 factor (2015) model for 50 portfolios.

Can someone kindly let me know about the codes for the same in BASE SAS. 

PROC Star
Posts: 1,190

Re: fama french multifactor model SAS codes for 25 portfolios

Posted in reply to shivanijha7
PROC Star
Posts: 1,190

Re: fama french multifactor model SAS codes for 25 portfolios

Posted in reply to shivanijha7

Also these are actually the very topics of the book Using SAS in Financial Research.

 

The book is very recommendable

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