contains MATLAB scr ipts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models." The slides from the webinar are also included. The scr ipts examine the Fama & French model for a number of companies with recent IPOs to

早在1993年，Fama和French两个人就已经发表了他们的三因子模型，认为股票的超额收益可以由市场风险、市值风险、账面市值比风险来共同解释。后来，这两个人发现了除了上述风险，还有盈利水平风险、投资水平风险也能带来个股的超额收益，并在2013年发表了五因子模型。(Five factor model; quantitative investment)

FAMA三因素计算,python语言FAMA三因素计算(three factors of Fama)

利用中国A股数据实现Fama-French三因子模型，stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)

复现 Fama French 1992 Table 1 结果(replicate Fama French 1992 Table 1 result)