From Ken French’s website, for the period 1963/07-2021/12 download monthly valu


From Ken French’s website, for the period 1963/07-2021/12 download monthly
value-weighted returns of 25 portfolios (ex. Dividends) formed on size and book-
to market and import into SAS. Merge this data with Fama/French 3 Factors your
downloaded above.
a.Using full-period, estimate regression of portfolio returns (dependent
variable) on Fama/French 3 Factors and report betas.
Ken French Website: https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Help video: https://drive.google.com/file/d/1L1pK8VKNC1KRBrWzDtcOHjSN15z0qIyw/view


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