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shivanijha7
Calcite | Level 5 shivanijha7
Calcite | Level 5

fama french multifactor model SAS codes for 25 portfolios

Posted 01-27-2018 09:29 AM (6296 views)

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. 

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PeterClemmensen
Tourmaline | Level 20 PeterClemmensen
Tourmaline | Level 20

Re: fama french multifactor model SAS codes for 25 portfolios

Posted 01-27-2018 02:33 PM (6237 views)  |   In reply to shivanijha7

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

 

The book is very recommendable

The DATA to DATA Step Macro
Blog: SASnrd
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  • ‎01-27-2018 09:29 AM
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