Quantitative finance collector
Jul 29

Fama's Return Decomposition

Posted by abiao at 07:54 | Code » VBA/Excel | Comments(0) | Reads(4378)

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A sample spreedsheet demonstrating how to decompose Fama's return into several sources.

http://clem.mscd.edu/~mayest/FIN4600/Files/famadcmp.xls


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