On his homepage, Kenneth French1 provides instructions on how to construct the most common variables used for

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On his homepage, Kenneth French1 provides instructions on how to construct the most common variables used for portfolio sorts. Pick one of them, e.g. OP (operating profitability) and try to replicate the portfolio sort return time series provided on his homepage.

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Tidy Finance With R

ISBN: 9781032389349

1st Edition

Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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