Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/calcul9/public_html/wp-content/themes/suffusion/functions/media.php on line 580

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/calcul9/public_html/wp-content/themes/suffusion/functions/media.php on line 583

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/calcul9/public_html/wp-content/themes/suffusion/functions/media.php on line 586

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/calcul9/public_html/wp-content/themes/suffusion/functions/media.php on line 589

Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/calcul9/public_html/wp-content/themes/suffusion/functions/media.php on line 592

Warning: Cannot modify header information - headers already sent by (output started at /home/calcul9/public_html/wp-content/themes/suffusion/functions/media.php:580) in /home/calcul9/public_html/wp-includes/feed-rss2-comments.php on line 8
Comments on: Calculating the Fama-French Factor Loadings http://www.calculatinginvestor.com Sat, 17 Oct 2015 14:25:49 +0000 hourly 1 https://wordpress.org/?v=5.8.9 By: Patrick O'Rourke http://www.calculatinginvestor.com/octave-code/calculating-fama-french-loading/#comment-302829 Sat, 17 Oct 2015 14:25:49 +0000 http://www.calculatinginvestor.com/#comment-302829 Hello. I am currently studying the Fama -French model as part of my dissertation at the moment,
I am getting great benfit from the information on this website,
However, I have ran it some difficulty with the above Octave code.

In line 38, the dimensions of r is differnt to the dimensions of repmat(rf, 1, 25).
The data for matrix r comes from the4 columns of the factor file, while the data of the rd comes from the data of 5 portfoliios and their intersectation to generate 25 portfolios.

How can I resolve this issue so the dimensions of r are the same as repmat(rf,1,25) and the code can work?

Thank you very much,

Patrick O’Rourke

]]> By: The Investment Scientist http://www.calculatinginvestor.com/octave-code/calculating-fama-french-loading/#comment-197646 Wed, 20 Nov 2013 15:08:45 +0000 http://www.calculatinginvestor.com/#comment-197646 Can you calculate the factor loadings of RSP, I am curious by its outperformance despite holding the same stocks as SPY.

]]>