aqr_bab_daily: Get the Bet Against Beta Factor
In Reckziegel/aqqr: Datasets from the AQR Data Library
View source: R/factors_daily.R
aqr_bab_daily R Documentation
Get the Bet Against Beta Factor
Description
Downloads data with the excess returns of long/short equity Betting Against Beta
(BAB) factors.
Usage
aqr_bab_daily(.tidy = TRUE)
Arguments
.tidy
A flag. Should the output be tidy? The default is TRUE.
Value
A tibble.
References
Frazzini, Andrea and Lasse H. Pedersen (2014),
'Betting Against Beta', Journal of Financial Economics, 111.
Examples
if (FALSE) {
aqr_bab_daily()
}
Reckziegel/aqqr documentation built on Aug. 26, 2023, 1:15 p.m.
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View source: R/factors_daily.R
| aqr_bab_daily | R Documentation |
Get the Bet Against Beta Factor
Description
Downloads data with the excess returns of long/short equity Betting Against Beta (BAB) factors.
Usage
aqr_bab_daily(.tidy = TRUE)
Arguments
.tidy |
A flag. Should the output be tidy? The default is |
Value
A tibble.
References
Frazzini, Andrea and Lasse H. Pedersen (2014), 'Betting Against Beta', Journal of Financial Economics, 111.
Examples
if (FALSE) {
aqr_bab_daily()
}
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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