01-31-2013 02:21 PM
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!
01-31-2013 02:36 PM
Easy: Google it!
I found the following, but there were many more: http://home.business.utah.edu/finmll/fin787/programs/famafrench92.sas