anttsou/qmjdata: Data for the qmj package
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>.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.1-0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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