Quality scores for each of the US companies from the Russell 3000, following the approach described in "Quality Minus Junk" (Asness, Frazzini, & Pedersen, 2013) <http://www.aqr.com/library/working-papers/quality-minus-junk>.
Package details |
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Maintainer | |
License | GPL-3 |
Version | 0.1-0 |
Package repository | View on GitHub |
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