factorReturns.EM: 4 RAFI Factor Returns Across Emerging Markets
In rexmacey/factorModel: Factor Model Creation and Evaluation
Description
Usage
Format
Details
Source
Description
RAFI Emerging Market Factor Returns
Usage
1
Format
A tibble with 381 rows and 15 variables:
- date
date at the end of the month
- EMVal
Emerging Value factor
- EMLVol
Emerging Low volatility factor
- EMQual
Emerging Quality factor
- EMMom
Emerging Momentum factor
Details
A dataset containing the monthly returns of 4 factors across emerging markets.
Source
RAFI (Research Affiliates)
rexmacey/factorModel documentation built on Oct. 2, 2019, 1:25 a.m.
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Description Usage Format Details Source
Description
RAFI Emerging Market Factor Returns
Usage
1 |
Format
A tibble with 381 rows and 15 variables:
- date
date at the end of the month
- EMVal
Emerging Value factor
- EMLVol
Emerging Low volatility factor
- EMQual
Emerging Quality factor
- EMMom
Emerging Momentum factor
Details
A dataset containing the monthly returns of 4 factors across emerging markets.
Source
RAFI (Research Affiliates)
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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