no hint from anybody? Please, I do need some input from someone who has experience with the 3-factor model.
Thank you!
Search found 2 matches
- Tue Dec 03, 2013 1:38 am
- Forum: Econometric Discussions
- Topic: Research question modelling Fama 3- factor model
- Replies: 2
- Views: 2725
- Sat Nov 30, 2013 8:21 pm
- Forum: Econometric Discussions
- Topic: Research question modelling Fama 3- factor model
- Replies: 2
- Views: 2725
Research question modelling Fama 3- factor model
Dear all, perhaps it is quite easy for some of you to solve, but doing research on the Fama 3-factor model is unchartered territory for me so far. Suppose I have monthly returns for five MutualFunds, data for SMB, HML and tradedliq and only data for the excess return on the market . First, is it pos...