Description Usage Format Source
A xts object of monthly data on ten size-based portfolios from the Center for Research in Security Prices (CRSP) database from February 1959 to November 1993. That is, portfolio 1 contains the monthly returns on the smallest 10 percent of firms (by market capitalization) listed on the New York Stock Exchange, and portfolio 10 contains the returns on the largest 10 percent of firms. The risk-free asset is the monthly return on 3-month U.S. T-bills, and real consumption is measured by total U.S. personal consumption expenditures on nondurables and services.
1 |
A xts object on Feb 1959/Nov 1993 containing:
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
a numeric vector
Indexed by objects of class: [yearmon] TZ: UTC
S+ FinMetrics
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.