returns: Test Asset Excess Returns - monthly observations from...
In intrinsicFRP: An R Package for Factor Model Asset Pricing
returns R Documentation
Test Asset Excess Returns - monthly observations from 07/1963 to 02/2024
Description
Monthly excess returns on the 25 Size/Book-to-Market double sorted portfolios
and the 17 industry portfolios from 07/1963 to 02/2024.
Usage
returns
Format
returns
A data frame with 624 rows and 43 columns:
- Date
Date in yyyymm format
- ...
Asset excess returns
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
intrinsicFRP documentation built on May 29, 2024, 8 a.m.
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| returns | R Documentation |
Test Asset Excess Returns - monthly observations from 07/1963 to 02/2024
Description
Monthly excess returns on the 25 Size/Book-to-Market double sorted portfolios
and the 17 industry portfolios from 07/1963 to 02/2024.
Usage
returns
Format
returns
A data frame with 624 rows and 43 columns:
- Date
Date in yyyymm format
- ...
Asset excess returns
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
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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