Find and collect the 3-FF factor model parameters. Run the 3 Factor Model. What do you see?
CAPM and Fama French Using the Week 4 Seminar Dataset perform the following: Estimate the CAPM betas for each of the portfolios. What do you see? Perform the Fama-Macbeth regression for validating the CAPM. Find and collect the 3-FF factor model parameters. Run the 3 Factor Model. What do you see?