fama_french: Fama/French research factors
In bautheac/factors: Clean time series datasets for asset pricing factors popular in the literature.
Description
Usage
Format
Source
Description
Return (factors) and level (risk free rate) time series for the Fama/French
asset pricing factors.
Usage
1
Format
A data.table with variables:
region: geographical market considered for factor construction.
frequency: factor return frequency (day, month, year).
period: period over which factor returns are calculated or risk free rate level is observed.
factor: Fama/French factor
value: corresponding return (factors) or level (risk free rate) observation.
Source
http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.
bautheac/factors documentation built on June 8, 2021, 7:50 a.m.
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.
Description Usage Format Source
Description
Return (factors) and level (risk free rate) time series for the Fama/French asset pricing factors.
Usage
1 |
Format
A data.table with variables:
region: geographical market considered for factor construction.
frequency: factor return frequency (day, month, year).
period: period over which factor returns are calculated or risk free rate level is observed.
factor: Fama/French factor
value: corresponding return (factors) or level (risk free rate) observation.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.