aqr_hml_devil_monthly: Get the High Minus Low Factor
In Reckziegel/aqqr: Datasets from the AQR Data Library
View source: R/factors_monthly.R
aqr_hml_devil_monthly R Documentation
Get the High Minus Low Factor
Description
Downloads data with the self-financing returns of equity High Minus Low Devil
(HML Devil) factors using the Book to Market definition of Asness and Frazzini (2013).
Usage
aqr_hml_devil_monthly(.tidy = TRUE)
Arguments
.tidy
A flag. Should the output be tidy? The default is TRUE.
Value
A tibble.
Examples
if (FALSE) {
aqr_hml_devil_monthly()
}
Reckziegel/aqqr documentation built on Aug. 26, 2023, 1:15 p.m.
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View source: R/factors_monthly.R
| aqr_hml_devil_monthly | R Documentation |
Get the High Minus Low Factor
Description
Downloads data with the self-financing returns of equity High Minus Low Devil (HML Devil) factors using the Book to Market definition of Asness and Frazzini (2013).
Usage
aqr_hml_devil_monthly(.tidy = TRUE)
Arguments
.tidy |
A flag. Should the output be tidy? The default is |
Value
A tibble.
Examples
if (FALSE) {
aqr_hml_devil_monthly()
}
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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