datFF3W

<p>Weekly values of the 3 factors MKT, SMB and HML</p>

datasets

A collection of functions and data sets that support teaching
a quantitative finance MS level course on Portfolio Construction and Risk
Analysis, and the writing of a textbook for such a course.  The package is
unique in providing several real-world data sets that may be used for problem
assignments and student projects.  The data sets include cross-sections of
stock data from the Center for Research on Security Prices, LLC (CRSP),
corresponding factor exposures data from S&P Global, and several SP500 data
sets.

Doug Martin

PCRA

Companion to Portfolio Construction and Risk Analysis

Alexios Galanos

Kirk Li

Jon Spinney

Thomas Philips

datFF3W function

<p>Multivariate time series xts object</p>

Format

Fama-French Weekly 3-Factor Model — datFF3W

Fama-French Weekly 3-Factor Model

datFF3W: Fama-French Weekly 3-Factor Model

Description

Usage

Arguments

Format

Examples