Publisher review:Using MATLAB to Develop Asset-Pricing Models - Scripts to build and test Fama & French three-factor model. 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. Requirements: · MATLAB Release: R2006b · Financial Toolbox · Statistics Toolbox
Using MATLAB to Develop Asset-Pricing Models is a Matlab script for Financial Modeling and Analysis scripts design by Bob Taylor.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Using MATLAB to Develop Asset-Pricing Models script details 
