datFF3W: Fama-French 3-Factor Model Weekly Time Series
In PCRA: Companion to Portfolio Construction and Risk Analysis
datFF3W R Documentation
Fama-French 3-Factor Model Weekly Time Series
Description
Weekly values of the 3 factors MKT, SMB and HML
Usage
data(datFF3W)
Format
Multivariate time series xts object
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Examples
library(PCRA)
library(zoo)
data(datFF3W)
head(datFF3W)
range(index(datFF3W))
PCRA documentation built on July 15, 2026, 9:06 a.m.
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| datFF3W | R Documentation |
Fama-French 3-Factor Model Weekly Time Series
Description
Weekly values of the 3 factors MKT, SMB and HML
Usage
data(datFF3W)
Format
Multivariate time series xts object
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Examples
library(PCRA)
library(zoo)
data(datFF3W)
head(datFF3W)
range(index(datFF3W))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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