11-06-2014 11:28 PM
I need to calculate calculate calendar-time portfolio returns using Jensen-alpha or Farma & French 3 Factor model for SEO firms to estimate 3 year abnormal return.
I have googled for a couple of days to find a starting point to build the portfolios. Still couldn't find any sample code on this.
Can anybody share me a code or guide me to hoe to code this ?
Thanks in Advance
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