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Kenneth R. French - Data Library: Fama/French Factors Six Size/book-To-Market ..

This document is a Google search results page for the term "fama french data". It provides links to several websites that contain data and information related to Eugene Fama and Kenneth French's research on factors that affect stock returns. These include Kenneth French's data library at Dartmouth which contains the Fama-French factors and portfolio returns data, as well as descriptions of databases and papers discussing the Fama-French model.

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659 views2 pages

Kenneth R. French - Data Library: Fama/French Factors Six Size/book-To-Market ..

This document is a Google search results page for the term "fama french data". It provides links to several websites that contain data and information related to Eugene Fama and Kenneth French's research on factors that affect stock returns. These include Kenneth French's data library at Dartmouth which contains the Fama-French factors and portfolio returns data, as well as descriptions of databases and papers discussing the Fama-French model.

Uploaded by

bscjjw
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Kenneth R. French - Data Library
mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Fama and French update the research data at least once a year, but we may update
them at other times. Unlike the benchmark portfolios, (1) we reform almost ...
Fama/French Factors
SMB and HML for July of year t to
June of t+1 include all NYSE ...
Six size/book-to-market ...
The Fama/French benchmark
portfolios are rebalanced ...
Fama/French Benchmark Fa
The Fama/French benchmark
factors, Rm, SMB, and HML, are ...
Details
Detail for 6 Portfolios Formed on
Size and Book-to-Market. Daily ...
Kenneth R. French - Home Page
mba.tuck.dartmouth.edu/pages/faculty/ken.french/
Kenneth R. French is the Roth Family Distinguished Professor of Finance at the Tuck
School of ... Data Library Consulting Relationships Fama French Forum.
Databases - Fama-French Portfolios and Factors
https://www.lib.utexas.edu/indexes/titles.php?id=726
The Fama-French Portfolios are constructed from the intersections of two portfolios ...
The Fama-French data source is Kenneth French's web site at Dartmouth.
FamaFrench three-factor model - Wikipedia, the free ...
en.wikipedia.org/wiki/FamaFrench_three-factor_model
In asset pricing and portfolio management the FamaFrench three-factor model is a ...
stocks (BtM ranking, Cap ranking) and available historical market data.
Stefano Marmi - Data Library
homepage.sns.it/marmi/Data_Library.html
This page contains quantitative portfolio selection data divided in two categories: ...
We follow the methodology outlined in Fama and French original paper.
Fama/French Factors for Germany ...
www.wiwi.hu-berlin.de/.../data/fama-french.../fama-french-factors-for-g...
Monthly and Daily Data for Fama/French Factors for Germany as well as several
Research Portfolios.
Risk Free Rate and Fama French factors | Business ...
bizlib247.wordpress.com Business Databases
Jan 18, 2013 - For a US risk free rate, Ken French's site provides downloadable files
of Fama/French factors that include this. On the data library page:
Utrecht - From your Internet address - Use precise location - Learn more
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