Fama french portfolio construction

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MJJ
Posts: 4
Joined: Sun Jun 01, 2014 8:40 am

Fama french portfolio construction

Postby MJJ » Fri Apr 24, 2015 11:21 pm

Hi. Is anyone aware how i can construct Fama and French portfolios in eviews or any other applications? My purpose is to extract the relevant portfolio returns to study size and value anomalies. Thanks in advance.
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