factorMKT: Factor: Market
In eguidotti/eap: Guidotti Miscellaneous
factorMKT R Documentation
Factor: Market
Description
Factor: Market
Usage
factorMKT(ret, rf, by, weight = 1)
Arguments
ret
the return at time T
rf
the risk-free rate at time T
by
the time index
weight
the weight for the value-weighted market
Value
Factor returns for each by-time
eguidotti/eap documentation built on Sept. 4, 2024, 3:43 a.m.
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| factorMKT | R Documentation |
Factor: Market
Description
Factor: Market
Usage
factorMKT(ret, rf, by, weight = 1)
Arguments
ret |
the return at time T |
rf |
the risk-free rate at time T |
by |
the time index |
weight |
the weight for the value-weighted market |
Value
Factor returns for each by-time
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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