ff_factors: 5 Fama-French Research Factors
In antshi/auxPort: Auxiliary functions for portfolio optimization
Description
The dataset contains the monthly returns for the 5 Fama-French Research Factors (MRP, SMB, HML, RMW, CMA)
for the time period from 01.02.1986 to 31.12.2017.
Usage
1
Format
A data frame(383x7)
antshi/auxPort documentation built on Oct. 27, 2020, 1:16 p.m.
R Package Documentation
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Description
The dataset contains the monthly returns for the 5 Fama-French Research Factors (MRP, SMB, HML, RMW, CMA) for the time period from 01.02.1986 to 31.12.2017.
Usage
1 |
Format
A data frame(383x7)
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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