factor.data: Factor Data
In covmat: Covariance Matrix Estimation
Description
Contains 8 factors. 5 Fama-French factors. 1 Momentum factor.
1 Liquidity factor, 1 Volatility factor.
Usage
1
Source
Ken.French Website, Lubos Pastor website, Yahoo finance
covmat documentation built on May 30, 2017, 4:36 a.m.
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Description
Contains 8 factors. 5 Fama-French factors. 1 Momentum factor. 1 Liquidity factor, 1 Volatility factor.
Usage
1 |
Source
Ken.French Website, Lubos Pastor website, Yahoo finance
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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