Pricing dataset

Returns of Size-based Portfolios

  • Maintainer: Spencer Graves
  • License: GPL (>= 2)
  • Last published: 2025-09-04

About the dataset

  • Number of rows: 418
  • Number of columns: 12
  • Class: mts, ts

Column names and types (First 10)

  • r1:numeric
  • r2:numeric
  • r3:numeric
  • r4:numeric
  • r5:numeric
  • r6:numeric
  • r7:numeric
  • r8:numeric
  • r9:numeric
  • r10:numeric