Using MATLAB to Develop Asset-Pricing Models

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

Version 1.0.0 (2.18 MB)
7.9K Downloads
(4)
1 Sep 2016
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

You are now following this Submission

Cite As

Bob Taylor (2026). Using MATLAB to Develop Asset-Pricing Models (https://in.mathworks.com/matlabcentral/fileexchange/13037-using-matlab-to-develop-asset-pricing-models), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Price and Analyze Financial Instruments in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.0.0

Updated license
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
1.0.0-0

...
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more