R/ff_factors.R

In antshi/auxPort: Auxiliary functions for portfolio optimization

#' 5 Fama-French Research Factors
#'
#' 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.
#'
#' @docType data
#' @keywords datasets
#' @name ff_factors
#' @usage data(ff_factors)
#' @format A data frame(383x7)
#'
"ff_factors"