Fama-French SMB and HML | 3. CRSP
Learn how to work with CRSP data to calculate portfolio weights for value-weighted returns. Presentation includes detailed examination of the relevant portion of SAS code used to replicate the Fama-French factors.
Learn how to work with CRSP data to calculate portfolio weights for value-weighted returns. Presentation includes detailed examination of the relevant portion of SAS code used to replicate the Fama-French factors.