Download This PaperAnother German Fama/French Factor Data Set
10 Pages Posted: 30 Oct 2015
Date Written: October 28, 2015
Abstract
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
Brückner, Roman and Lehmann, Patrick and Schmidt, Martin H. and Stehle, Richard, Another German Fama/French Factor Data Set (October 28, 2015). Available at SSRN: https://ssrn.com/abstract=2682617 or http://dx.doi.org/10.2139/ssrn.2682617
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