Evaluating fund performance using Carhart 4 Factor Model

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Daniel Hooker
Daniel Hooker 2017 年 1 月 29 日
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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