ffFactors: Returns of Fama-French factors.
In aayala15/AssetPricingTests:
Description
Usage
Format
Source
Description
A dataset containing monthly returns.
Usage
1
Format
A data frame with 1068 rows and 5 variables:
- mktrf
excess return of the market
- size
size factor
- hml
book-to-market factor
- umd
momentum factor
- rf
one-month risk-free rate
Source
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
aayala15/AssetPricingTests documentation built on May 10, 2019, 4:05 a.m.
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Description Usage Format Source
Description
A dataset containing monthly returns.
Usage
1 |
Format
A data frame with 1068 rows and 5 variables:
- mktrf
excess return of the market
- size
size factor
- hml
book-to-market factor
- umd
momentum factor
- rf
one-month risk-free rate
Source
http://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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