size: Portfolios Formed on Size

Description Usage Format Source References

Description

Monthly returns for portfolios formed by quantiles of size.

Usage

1

Format

An object of class list of length 2.

Source

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

References

http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_port_form_sz.html


fditraglia/zoofactr documentation built on May 16, 2019, 12:12 p.m.