Evaluating fund performance using Carhart 4 Factor Model
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I have been asked to write an essay on mutual fund performance using Carhart's 4 Factor Model using MATLAB.
I have got the information on the total returns of the funds that I wish to assess and the values for the 4 factors of the model off Kenneth French's website, but I am unsure of what I should do now.
Any help would be much appreciated!
Daniel
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on 29 Jan 2017
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