Another German Fama/French Factor Data Set
10 Pages Posted: 30 Oct 2015
Date Written: October 28, 2015
This paper describes the construction details of the multi-factor data set and the portfolios provided on Professor Stehle’s website at Humboldt University Berlin.
Keywords: multi-factor data set, research portfolios, data quality, Germany
JEL Classification: G19
Suggested Citation: Suggested Citation