Examples using Ken French Global Data
These examples uses data
from Ken
French's data library to illustrate various empirical methods
The examples are concerned with the GLOBAL asset returns.
Lectures
Data examples
Note that you will usually have to edit the files to get them into a statistics package. Typically
a file holds both VW and EW versions of portfolios, and monthly / annual data in the same file. This
needs to be split into separate files.
Example data files used in the R examples for reading data, created by splitting the original files
provided by Ken French
R code examples