CAPM and S+, Finance

Dan Elliott (DanElliott@mpainc.com)
Mon, 12 Jan 1998 08:39:20 -0500


Dear All,

I am interested in using CAPM and Arbitrage pricing model in S plus. I
have a book from SAS that describes the functions and techniques but I
am looking for some existing S plus code that would help me to produce
these "models". Any suggestions would be appreciated including books or
article references.

Thank you in advance,

Dan Elliott