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Download and Plot Factor Returns from the Fama-French Research Data Library

March 18, 2019
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Download and Plot Factor Returns from the Fama-French Research Data Library

CategoriesGetting Data Tags Data Management Plot R Programming Since the initial publication of the Three Factor Model by Eugene Fama and Kenneth French in their influential 1993 paper (Common Risk Factors in the Returns of Stocks and Bonds) a lot of academic research has been dedicated to the analysis of factors driving security returns. With the rise of quantitative investment management, this field Related...

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