who can write fama french model's three factor codes

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who can write fama french model's three factor codes

i want to  do some research by using fama and french model.this model is come from their paper in 1992,

Common risk factors in the returns on stocks and bonds*, anybody can download it from net.

now, i want to  construct 25 portfolios and three factors by using sas. but it is too difficult to me to complete.

who can give me a help..

thank you very much!

best regards,

    lisa

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Posts: 7,487

Re: who can write fama french model's three factor codes

Easy:  Google it!

I found the following, but there were many more: http://home.business.utah.edu/finmll/fin787/programs/famafrench92.sas

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