Long-short portfolio returns for 50 financial risk factors across a comprehensive grid of methodological specifications. The dataset covers US equities from 1960 to 2024.
Dataset Details
Dataset Description
The dataset contains monthly long-short portfolio returns for 50 sorting variables commonly used in empirical asset pricing. Each sorting variable is evaluated across all valid combinations of… See the full description on the dataset page: https://huggingface.co/datasets/jeremyj2e/factor-library.
