II. Module 1 Homework [practice]: Linear Models
- Due No due date
- Points 27
- Questions 28
- Time Limit None
- Allowed Attempts 2
Instructions
We're going to replicate and extend Fama and French's basic results. Get the 25 Fama French portfolios and the three factors. In the future, you can get updated version from Ken French's website. Subtract the risk free rate rf from the 25 test assets to make them excess returns. The factors rmrf hml smb are already excess returns.