Using MATLAB to Develop Asset-Pricing Models

Version 1.0.0.1 (2,18 MB) von Bob Taylor

Scripts to build and test Fama & French three-factor model.

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Aktualisiert 1. Sep 2016

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A .zip file contains MATLAB scripts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scripts examine the Fama & French model for a number of companies with recent IPOs to examine short-term pricing anomalies in the presence of missing data. A readme.txt file in the .zip folder contains instructions.

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Bob Taylor (2025). Using MATLAB to Develop Asset-Pricing Models (https://de.mathworks.com/matlabcentral/fileexchange/13037-using-matlab-to-develop-asset-pricing-models), MATLAB Central File Exchange. Abgerufen30. Oktober 2025.

Kompatibilität der MATLAB-Version

Erstellt mit R2006b

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webinar/

Version	Veröffentlicht	Versionshinweise
1.0.0.1	1. Sep 2016	Updated license	Herunterladen
1.0.0.0	3. Mär 2016	... Erratum for the webinar and the accompanying pdf.	Herunterladen