X: Fama-French 25 portfolios sorted according to size and value

Description Usage Format Source

Description

Data was accessed on 2018-09-15 and saved to xts file

Usage

1
X

Format

An xts monthly timeseries with yearmon time and 25 columns

Source

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


sstoeckl/uncertaintymeasures documentation built on Nov. 7, 2021, 5:20 p.m.