factors: Fama/French research factors
In bautheac/ffresearch: Eugene Fama & Kenneth French research data
Description
Usage
Format
Source
Description
Return 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/ffresearch documentation built on June 6, 2021, 6:12 p.m.
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Description Usage Format Source
Description
Return 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.
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