Using MATLAB to Develop Asset-Pricing Models 1.0

Date Added: August 31, 2013 | Visits: 359

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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.

Requirements: No special requirements

Platforms: Matlab

Keyword: Anomalies, Assetpricing, Companies, Develop, Examine, Folder, French, Instructions, Matlab, Missing, Model, Number, Presence, Pricing, Quotusing, Readmetxt, Recent, Scripts, Shortterm, Webinar

Users rating: 0/10

License: Shareware

Size: 2.18 MB

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