Writing MATLAB codes of making fama french 25 portfolios based on size and b/m.

17 Jan 2013
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I am very sure someone did it before. Basically I want to create the Fama-French 25 portfolios based on Size and B/M from the monthly stock data from NYSE and NASDAQ. Can anyone help me on that?

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M. Emrul
M. Emrul
on 17 Jan 2013

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