jeremyj2e/factor-library
Tidy Finance Factor Library: Portfolio Returns Long-short portfolio returns for 50 financial risk factors across a comprehensive grid of methodological specifications. The dataset covers US equities from 1960 to 2024. Dataset Details Dataset Description The dataset contains monthly long-short portfolio returns for 50 sorting variables commonly used in empirical asset pricing. Each sorting variable is evaluated across all valid combinations of… See the full description on the dataset page: https://huggingface.co/datasets/jeremyj2e/factor-library.
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