Another German Fama/French Factor Data Set

10 Pages Posted: 30 Oct 2015

See all articles by Roman Brückner

Roman Brückner

Humboldt University of Berlin - School of Business and Economics

Patrick Lehmann

Humboldt University of Berlin

Martin H. Schmidt

Humboldt University of Berlin - School of Business and Economics

Richard Stehle

Humboldt University of Berlin - School of Business and Economics

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

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

Roman Brückner

Humboldt University of Berlin - School of Business and Economics ( email )

Spandauer Str. 1
Berlin, D-10099
Germany

Patrick Lehmann

Humboldt University of Berlin ( email )

Unter den Linden 6
Berlin, AK Berlin 10099
Germany

HOME PAGE: http://www.wiwi.hu-berlin.de/finance

Martin H. Schmidt (Contact Author)

Humboldt University of Berlin - School of Business and Economics ( email )

Spandauer Str. 1
Berlin, D-10099
Germany
+49-30-2093-5761 (Phone)
+49-30-2093-5666 (Fax)

HOME PAGE: http://www.wiwi.hu-berlin.de/professuren/bwl/bb/

Richard Stehle

Humboldt University of Berlin - School of Business and Economics ( email )

Spandauer Str. 1
Berlin, D-10099
Germany
+49-30-2093-5761 (Phone)
+49-30-2093-5666 (Fax)

HOME PAGE: http://www.wiwi.hu-berlin.de/professuren/bwl/bb/

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