aqr_factor_premia_monthly: Premia From a Wide Array of Factors
In Reckziegel/aqrr: Datasets from the AQR Data Library
aqr_factor_premia_monthly R Documentation
Premia From a Wide Array of Factors
Description
Downloads data with the self-financing returns of equity, bonds, currencies and
commodities.
Usage
aqr_factor_premia_monthly(.tidy = TRUE)
Arguments
.tidy
A flag. Should the output be tidy? The default is TRUE.
Value
A tibble.
References
Ilmanen, Israel, Lee, Moskowitz & Thapar (2021),
“How Do Factor Premia Vary Over Time? A Century of Evidence".
Examples
if (FALSE) {
aqr_factor_premia_monthly()
}
Reckziegel/aqrr documentation built on Aug. 26, 2023, 1:15 p.m.
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| aqr_factor_premia_monthly | R Documentation |
Premia From a Wide Array of Factors
Description
Downloads data with the self-financing returns of equity, bonds, currencies and commodities.
Usage
aqr_factor_premia_monthly(.tidy = TRUE)
Arguments
.tidy |
A flag. Should the output be tidy? The default is |
Value
A tibble.
References
Ilmanen, Israel, Lee, Moskowitz & Thapar (2021), “How Do Factor Premia Vary Over Time? A Century of Evidence".
Examples
if (FALSE) {
aqr_factor_premia_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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