dec: Decomposition

#' Asset pricing data from Kenneth R. French's website
#'
#' A dataset with 329 observations of five factors from North America and Europe.
#'
#' @format A data frame with 329 rows and 12 columns
#' \describe{
#'   \item{Mkt.RF_na}{Excess market return in North America}
#'   \item{SMB_na}{Size factor in North America}
#'   \item{HML_na}{Value factor in North America}
#'   \item{RMW_na}{Profitability factor in North America}
#'   \item{CMA_na}{Investment factor in North America}
#'   \item{SMALL.LoBM_na}{Return on a portofio of stocks with small market cap and low B/M ratio in North America}
#'   \item{Mkt.RF_eu}{Excess market return in Europe}
#'   \item{SMB_eu}{Size factor in Europe}
#'   \item{HML_eu}{Value factor in Europe}
#'   \item{RMW_eu}{Profitability factor in Europe}
#'   \item{CMA_eu}{Investment factor in Europe}
#'   \item{SMALL.LoBM_eu}{Return on a portofio of stocks with small market cap and low B/M ratio in Europe}
#' }
#' @source subset of data used in Huang (2018)
"five"